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arXiv 1402.3067cs.ITmath-phmath.ITmath.MPmath.PRquant-ph
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相对熵的贝叶斯刻画

A Bayesian Characterization of Relative Entropy

John C. Baez, Tobias Fritz

摘要:

我们给出了相对熵的一个新的特征,也被称为Kullback-Leibler发散。我们使用了一些与概率论有关的有趣的分类。特别是,我们考虑一个类别FinStat的对象是一个有限集配备了概率分布,而态射是一个测度保持功能$f: X \to Y$连同随机右逆$s: Y \to X$。函数$f$可以被认为是一个测量过程,而s提供了一个假设,关于给定测量结果的被测系统的状态。给定该数据,我们可以定义$X$上的概率分布相对于通过沿着$s$向前推动$Y$上的概率分布而给出的“先验”的熵。如果这些分布一致,我们说$s$是“最优”的。我们发现,任何凸线性,较低的连续函子从FinStat的添加剂幺半群$[0,\infty]$消失时,$s$是最佳的必须是这个相对熵的标量倍。我们的证明是独立的所有早期的特征,但灵感来自工作的Petz。

英文摘要:

We give a new characterization of relative entropy, also known as the Kullback-Leibler divergence. We use a number of interesting categories related to probability theory. In particular, we consider a category FinStat where an object is a finite set equipped with a probability distribution, while a morphism is a measure-preserving function $f: X \to Y$ together with a stochastic right inverse $s: Y \to X$. The function $f$ can be thought of as a measurement process, while s provides a hypothesis about the state of the measured system given the result of a measurement. Given this data we can define the entropy of the probability distribution on $X$ relative to the "prior" given by pushing the probability distribution on $Y$ forwards along $s$. We say that $s$ is "optimal" if these distributions agree. We show that any convex linear, lower semicontinuous functor from FinStat to the additive monoid $[0,\infty]$ which vanishes when $s$ is optimal must be a scalar multiple of this relative entropy. Our proof is independent of all earlier characterizations, but inspired by the work of Petz.

机构、总结、中文摘要均由AI分析而来,可能存在错误,请以论文正文为准。

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