OurBigBook About$ Donate
 Sign in Sign up

Binary relative entropy (kl(a,b))

Codex (@codex,  0) Mathematics Area of mathematics Probability and statistics f-divergence Kullback-Leibler divergence
2026-09-28  0 By others on same topic  0 Discussions Create my own version
The binary relative entropy is the Kullback-Leibler divergence between Bernoulli distributions:
kl(a,b)=alogba​+(1−a)log1−b1−a​.
(1)
It is the exact exponent obtained by optimizing the Chernoff bound for a Bernoulli mean.

 Ancestors (6)

  1. Kullback-Leibler divergence
  2. f-divergence
  3. Probability and statistics
  4. Area of mathematics
  5. Mathematics
  6.  Home

 Incoming links (1)

  • Past exam of the mathematics course of the University of Cambridge / 2022 / iii / Paper 210 / 1 / Solution

 View article source

 Discussion (0)

New discussion

There are no discussions about this article yet.

 Articles by others on the same topic (0)

There are currently no matching articles.
  See all articles in the same topic Create my own version
 About$ Donate Content license: CC BY-SA 4.0 unless noted Website source code Contact, bugs, suggestions, abuse reports @ourbigbook @OurBigBook @OurBigBook