Fractional Divergence of Probability Densities
AbstractThe divergence or relative entropy between probability densities is examined. Solutions that minimise the divergence between two distributions are usually “trivial” or unique. By using a fractional-order formulation for the divergence with respect to the parameters, the distance between probability densities can be minimised so that multiple non-trivial solutions can be obtained. As a result, the fractional divergence approach reduces the divergence to zero even when this is not possible via the conventional method. This allows replacement of a more complicated probability density with one that has a simpler mathematical form for more general cases. View Full-Text
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Alexopoulos, A. Fractional Divergence of Probability Densities. Fractal Fract 2017, 1, 8.
Alexopoulos A. Fractional Divergence of Probability Densities. Fractal and Fractional. 2017; 1(1):8.Chicago/Turabian Style
Alexopoulos, Aris. 2017. "Fractional Divergence of Probability Densities." Fractal Fract 1, no. 1: 8.
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