Fractional Divergence of Probability Densities
The divergence or relative entropy between probability densities is examined. Solutions that minimise the divergence between two distributions are usually “trivial” or unique. By using a fractional-order formulation for the divergence with respect to the parameters, the distance between probability...
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| Format: | Article |
| Language: | English |
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MDPI AG
2017-10-01
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| Series: | Fractal and Fractional |
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| Online Access: | https://www.mdpi.com/2504-3110/1/1/8 |