A closed-form expression for the Sharma-Mittal entropy of exponential families
arXiv:1112.4221 · doi:10.1088/1751-8113/45/3/032003
Abstract
The Sharma-Mittal entropies generalize the celebrated Shannon, Rényi and Tsallis entropies. We report a closed-form formula for the Sharma-Mittal entropies and relative entropies for arbitrary exponential family distributions. We instantiate explicitly the formula for the case of the multivariate Gaussian distributions and discuss on its estimation.
9 pages, 3 figures; Journal of Physics A: Mathematical and Theoretical, December 2011. IOP
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