Conditional Rényi Divergences and Horse Betting

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 e...

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Bibliographic Details
Main Authors:	Cédric Bleuler, Amos Lapidoth, Christoph Pfister
Format:	Article
Language:	English
Published:	MDPI AG 2020-03-01
Series:	Entropy
Subjects:	conditional rényi divergence horse betting kelly gambling rényi divergence rényi mutual information
Online Access:	https://www.mdpi.com/1099-4300/22/3/316

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