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Conditional Rényi Divergences and Horse Betting

Motivated by a horse betting problem, a new conditional Rényi divergence is introduced. It is compared with the conditional Rényi divergences that appear in the definitions of the dependence measures by Csiszár and Sibson, and the properties of all three are studied with emphasis on their behavior u...

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Detalles Bibliográficos
Autores principales: Bleuler, Cédric, Lapidoth, Amos, Pfister, Christoph
Formato: Online Artículo Texto
Lenguaje:English
Publicado: MDPI 2020
Materias:
Acceso en línea:https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7516775/
https://www.ncbi.nlm.nih.gov/pubmed/33286090
http://dx.doi.org/10.3390/e22030316