Relations between Kullback-Leibler distance and Fisher information
Relations between Kullback-Leibler distance and Fisher information
复制标题
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
中科院分区:
文献类型:
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作者:
A. Dabak;Don H. Johnson
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