En este trabajo se obtiene una medida de la información proporcionada por un experimento en términos de la Entropía no Aditiva de Grado β. En base a esta medida se propone un criterio bayesiano de comparación de experimentos.
In this paper a bayesian criterion for comparing different experiments based on the maximization of the f*-Divergence is proposed and studied. After a general setting of the criterion, we prove that this criterion verifies the main properties that a criterion for comparing experiments must satisfy.
This paper deals with order identification for Markov chains with Markov regime (MCMR) in the context of finite alphabets. We define the joint order of a MCMR process in terms of the number k of states of the hidden Markov chain and the memory m of the conditional Markov chain. We study the properties of penalized maximum likelihood estimators for the unknown order (k, m) of an observed MCMR process, relying on information theoretic arguments. The novelty of our work relies in the joint...
The aim of this review is to give different two-parametric generalizations of the following measures: directed divergence (Kullback and Leibler, 1951), Jensen difference divergence (Burbea and Rao 1982 a,b; Rao, 1982) and Jeffreys invariant divergence (Jeffreys, 1946). These generalizations are put in the unified expression and their properties are studied. The applications of generalized information and divergence measures to comparison of experiments and the connections with Fisher information...
The paper studies the relations between -divergences and fundamental concepts of decision theory such as sufficiency, Bayes sufficiency, and LeCam’s deficiency. A new and considerably simplified approach is given to the spectral representation of -divergences already established in Österreicher and Feldman [28] under restrictive conditions and in Liese and Vajda [22], [23] in the general form. The simplification is achieved by a new integral representation of convex functions in terms of elementary...