Title :
Sufficient conditions for the convergence of the Shannon differential entropy
Author :
Silva, Jorge F. ; Parada, Patricio
Author_Institution :
Dept. of Electr. Eng., Univ. de Chile, Santiago, Chile
Abstract :
This work revisits and extends results concerning the convergence of the Shannon differential entropy. Concrete connections with the convergence of probability measures in the sense of total variations and (direct and reverse) information divergence are established. In particular, under uniform bounded conditions on the sequence of probability measures, the results stipulate that the convergence in information divergence is sufficient to guarantee the convergence of the differential entropy functional.
Keywords :
entropy; probability; Shannon differential entropy; information divergence; probability measurement; uniform bounded condition; Concrete; Conferences; Convergence; Entropy; Estimation; Information theory; Limiting;
Conference_Titel :
Information Theory Workshop (ITW), 2011 IEEE
Conference_Location :
Paraty
Print_ISBN :
978-1-4577-0438-3
DOI :
10.1109/ITW.2011.6089568