Published February 27, 2025
| Version v1
Publication
Variations on the Expectation due to Changes in the Probability Measure
Creators
Contributors
Others:
- Network Engineering and Operations (NEO) ; Inria Sophia Antipolis - Méditerranée (CRISAM) ; Institut National de Recherche en Informatique et en Automatique (Inria)-Institut National de Recherche en Informatique et en Automatique (Inria)
- Department of Electrical and Computer Engineering [Princeton] (ECE) ; Princeton University
- Laboratoire de Géométrie Algébrique et Applications à la Théorie de l'Information (GAATI) ; Université de la Polynésie Française (UPF)
- Agence de l'innovation de défense (AID) through the project UK-FR 2024352.
- ANR-21-CE25-0013,PARFAIT,Planification et apprentissage pour AI-Edge Computing (PARFAIT)(2021)
- ANR-22-PEFT-0010,NF-Founds,Foundations of future communication networks(2022)
- European Project: 872172,H2020-EU.1.3. - EXCELLENT SCIENCE - Marie Skłodowska-Curie Actions,TESTBED2(2020)
Description
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, the mutual information, and the lautum information.
Additional details
Identifiers
- URL
- https://inria.hal.science/hal-04969296
- URN
- urn:oai:HAL:hal-04969296v1
Origin repository
- Origin repository
- UNICA