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1 results

  • 3 - Relative Entropy

  • Tom Leinster, University of Edinburgh
  • Book:
    Entropy and Diversity
    Published online:
    21 April 2021
    Print publication:
    22 April 2021, pp 62-90

  • Summary

    We give an introduction to the concept of relative entropy (also called Kullback-Leibler divergence). We interpret relative entropy in terms of both coding and diversity, and sketch some connections with other subjects: Riemannian geometry (where relative entropy is infinitesimally a squared distance), measure theory, and statistics. We prove that relative entropy is uniquely characterized by a short list of properties.