Quantifying Non-Stationarity with Information Theory.
Carlos Granero-BelinchónStéphane G. RouxNicolas B. GarnierPublished in: Entropy (2021)
Keyphrases
- information theory
- information theoretic
- non stationary
- statistical mechanics
- statistical learning
- jensen shannon divergence
- kullback leibler divergence
- conditional entropy
- relative entropy
- mutual information
- log likelihood
- rate distortion theory
- machine learning
- information geometry
- shannon entropy
- statistical physics
- mdl principle