Monotonicity of entropy and Fisher information: a quick proof via maximal correlation.
Thomas A. CourtadePublished in: Commun. Inf. Syst. (2016)
Keyphrases
- dimensionality reduction
- fisher information
- information geometry
- information theory
- high dimensional
- kullback leibler divergence
- euclidean space
- feature selection
- noise level
- positive definite
- mutual information
- probability density function
- information theoretic
- correlation coefficient
- estimation error
- geodesic distance
- kl divergence
- exponential family
- projective transformations
- metric space
- bayesian framework
- bayesian networks