Two Measures of Dependence

Two families of dependence measures between random variables are introduced. They are based on the Rényi divergence of order <inline-formula> <math display="inline"> <semantics> <mi>α</mi> </semantics>...

Full description

Bibliographic Details
Main Authors: Amos Lapidoth, Christoph Pfister
Format: Article
Language:English
Published: MDPI AG 2019-08-01
Series:Entropy
Subjects:
Online Access:https://www.mdpi.com/1099-4300/21/8/778