Variations on the Expectation due to Changes in the Probability Measure
Fuente:
arXiv
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| Auteurs principaux: | , |
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| Format: | Preprint |
| Publié: |
2025
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| _version_ | 1866916708407574528 |
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| author | Perlaza, Samir M. Bisson, Gaetan |
| author_facet | Perlaza, Samir M. Bisson, Gaetan |
| contents | In this paper, closed-form expressions are presented for the variation of the expectation of a given function due to changes in the probability measure used for the expectation. They unveil interesting connections with Gibbs probability measures, mutual information, and lautum information. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_2502_02887 |
| institution | arXiv |
| publishDate | 2025 |
| record_format | arxiv |
| spellingShingle | Variations on the Expectation due to Changes in the Probability Measure Perlaza, Samir M. Bisson, Gaetan Information Theory Machine Learning Probability Statistics Theory In this paper, closed-form expressions are presented for the variation of the expectation of a given function due to changes in the probability measure used for the expectation. They unveil interesting connections with Gibbs probability measures, mutual information, and lautum information. |
| title | Variations on the Expectation due to Changes in the Probability Measure |
| topic | Information Theory Machine Learning Probability Statistics Theory |
| url | https://arxiv.org/abs/2502.02887 |