Student Probability Seminar
Entropy put to work
Speaker: Thomas Leblé
Location: Warren Weaver Hall 805
Date: Thursday, April 5, 2018, 11 a.m.
I will recall the notion of relative entropy (usual and specific, the latter being the infinite-volume limite of the former) and why it can be interpreted as a distance. Then I’ll present some examples where entropy is put to work using its variational principle: how can we transfer useful information between two measures knowing that relative entropy is finite?