Relations between Kullback-Leibler distance and Fisher information

Relations between Kullback-Leibler distance and Fisher information
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Kullback-Leibler距离与Fisher信息的关系

DOI:
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发表时间:
2002
期刊:
影响因子:
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通讯作者:
Don H. Johnson
Don H. Johnson
中科院分区:
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文献类型:
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作者:
A. Dabak;Don H. Johnson

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彼此参数扰动的两个概率密度之间的kullback-leibler距离与Fisher信息有关。我们将这种关系概括为扰动可能不小的且两个密度不合时间的情况。索引术语kullback-leibler距离,Fisher Information Edics:2-Info
The Kullback-Leibler distance between two probability densities that are parametric perturbations of each other is related to the Fisher information. We generalize this relationship to the case when the perturbations may not be small and when the two densities are non-parametric. Index Terms Kullback-Leibler distance, Fisher information EDICS: 2-INFO