2.765

2022影响因子

(CJCR)

  • 中文核心
  • EI
  • 中国科技核心
  • Scopus
  • CSCD
  • 英国科学文摘

留言板

尊敬的读者、作者、审稿人, 关于本刊的投稿、审稿、编辑和出版的任何问题, 您可以本页添加留言。我们将尽快给您答复。谢谢您的支持!

姓名
邮箱
手机号码
标题
留言内容
验证码

误差准则的信息论解释

陈霸东 胡金春 朱煜 孙增圻

陈霸东, 胡金春, 朱煜, 孙增圻. 误差准则的信息论解释. 自动化学报, 2009, 35(10): 1302-1309. doi: 10.3724/SP.J.1004.2009.01302
引用本文: 陈霸东, 胡金春, 朱煜, 孙增圻. 误差准则的信息论解释. 自动化学报, 2009, 35(10): 1302-1309. doi: 10.3724/SP.J.1004.2009.01302
CHEN Ba-Dong, HU Jin-Chun, ZHU Yu, SUN Zeng-Qi. Information Theoretic Interpretation of Error Criteria. ACTA AUTOMATICA SINICA, 2009, 35(10): 1302-1309. doi: 10.3724/SP.J.1004.2009.01302
Citation: CHEN Ba-Dong, HU Jin-Chun, ZHU Yu, SUN Zeng-Qi. Information Theoretic Interpretation of Error Criteria. ACTA AUTOMATICA SINICA, 2009, 35(10): 1302-1309. doi: 10.3724/SP.J.1004.2009.01302

误差准则的信息论解释

doi: 10.3724/SP.J.1004.2009.01302
详细信息
    通讯作者:

    陈霸东

Information Theoretic Interpretation of Error Criteria

More Information
    Corresponding author: CHEN Ba-Dong
  • 摘要: Error criteria (or error cost functions) play significant roles in statistical estimation problems. In this paper, we study error criteria from the viewpoint of information theory. The relationships between error criteria and error's entropy criterion are investigated. It is shown that an error criterion is equivalent to the error's entropy criterion plus a Kullback-Leibler information divergence (KL-divergence). Based on this result, two important properties of the error criteria are proved. Particularly, the optimum error criterion can be interpreted via the meanings of entropy and KL-divergence. Furthermore, a novel approach is proposed for the choice of p-power error criteria, in which a KL-divergence based cost is minimized. The proposed method is verified by Monte Carlo simulation experiments.
  • 加载中
计量
  • 文章访问数:  1702
  • HTML全文浏览量:  44
  • PDF下载量:  1430
  • 被引次数: 0
出版历程
  • 收稿日期:  2008-04-07
  • 修回日期:  2008-12-20
  • 刊出日期:  2009-10-20

目录

    /

    返回文章
    返回