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math.ST2020
Bayes posterior convergence for loss functions via almost additive Thermodynamic Formalism
Artur O. Lopes, Silvia R. C. Lopes, Paulo Varandas
Statistical inference can be seen as information processing involving input information and output information that updates belief about some unknown parameters. We consider the Ba…
math.DS2020
On information gain, Kullback-Leibler divergence, entropy production and the involution kernel
Artur O. Lopes, Jairo K. Mengue
It is well known that in Information Theory and Machine Learning the Kullback-Leibler divergence, which extends the concept of Shannon entropy, plays a fundamental role. Given an {…