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| As with its discrete analog, the units of differential entropy depend on the base of the [[logarithm]], which is usually 2 (i.e., the units are [[bit]]s). See [[logarithmic units]] for logarithms taken in different bases. Related concepts such as [[joint entropy|joint]], [[conditional entropy|conditional]] differential entropy, and [[Kullback–Leibler divergence|relative entropy]] are defined in a similar fashion. Unlike the discrete analog, the differential entropy has an offset that depends on the units used to measure <math>X</math>.<ref name="gibbs">{{cite book |last=Gibbs |first=Josiah Willard |authorlink=Josiah Willard Gibbs |title=[[Elementary Principles in Statistical Mechanics|Elementary Principles in Statistical Mechanics, developed with especial reference to the rational foundation of thermodynamics]] |year=1902 |publisher=Charles Scribner's Sons |location=New York}}</ref>{{rp|183–184}} For example, the differential entropy of a quantity measured in millimeters will be {{not a typo|log(1000)}} more than the same quantity measured in meters; a dimensionless quantity will have differential entropy of {{not a typo|log(1000)}} more than the same quantity divided by 1000. | | As with its discrete analog, the units of differential entropy depend on the base of the [[logarithm]], which is usually 2 (i.e., the units are [[bit]]s). See [[logarithmic units]] for logarithms taken in different bases. Related concepts such as [[joint entropy|joint]], [[conditional entropy|conditional]] differential entropy, and [[Kullback–Leibler divergence|relative entropy]] are defined in a similar fashion. Unlike the discrete analog, the differential entropy has an offset that depends on the units used to measure <math>X</math>.<ref name="gibbs">{{cite book |last=Gibbs |first=Josiah Willard |authorlink=Josiah Willard Gibbs |title=[[Elementary Principles in Statistical Mechanics|Elementary Principles in Statistical Mechanics, developed with especial reference to the rational foundation of thermodynamics]] |year=1902 |publisher=Charles Scribner's Sons |location=New York}}</ref>{{rp|183–184}} For example, the differential entropy of a quantity measured in millimeters will be {{not a typo|log(1000)}} more than the same quantity measured in meters; a dimensionless quantity will have differential entropy of {{not a typo|log(1000)}} more than the same quantity divided by 1000. |
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| + | --[[用户:CecileLi|CecileLi]]([[用户讨论:CecileLi|讨论]]) 【审校】补充翻译:与离散模型一样,微分熵的单位取决于对数的底数,通常是2(单位:比特;请参阅对数单位,了解不同基数的对数。)相对熵的定义与联合熵、条件差分熵等概念相对熵的概念存在类似之处。与离散模型不同,差分熵的偏移量取决于测量单位。例如,以毫米为单位测量的量的差分熵将大于以米为单位测量的相同量;无量纲量的差分熵将大于相同量除以1000。 |
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| One must take care in trying to apply properties of discrete entropy to differential entropy, since probability density functions can be greater than 1. For example, the [[Uniform distribution (continuous)|uniform distribution]] <math>\mathcal{U}(0,1/2)</math> has ''negative'' differential entropy | | One must take care in trying to apply properties of discrete entropy to differential entropy, since probability density functions can be greater than 1. For example, the [[Uniform distribution (continuous)|uniform distribution]] <math>\mathcal{U}(0,1/2)</math> has ''negative'' differential entropy |
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| + | --[[用户:CecileLi|CecileLi]]([[用户讨论:CecileLi|讨论]]) 【审校】补充翻译:在尝试将离散熵的性质应用于微分熵时必须小心,因为概率密度函数可以大于1。例如,均匀分布具有“负”微分熵 |
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| :<math>\int_0^\frac{1}{2} -2\log(2)\,dx=-\log(2)\,</math>. | | :<math>\int_0^\frac{1}{2} -2\log(2)\,dx=-\log(2)\,</math>. |
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| Thus, differential entropy does not share all properties of discrete entropy. | | Thus, differential entropy does not share all properties of discrete entropy. |
− | | + | --[[用户:CecileLi|CecileLi]]([[用户讨论:CecileLi|讨论]]) 【审校】补充翻译:因此,微分熵并不具有离散熵的所有性质。 |
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| Note that the continuous [[mutual information]] <math>I(X;Y)</math> has the distinction of retaining its fundamental significance as a measure of discrete information since it is actually the limit of the discrete mutual information of ''partitions'' of <math>X</math> and <math>Y</math> as these partitions become finer and finer. Thus it is invariant under non-linear [[homeomorphisms]] (continuous and uniquely invertible maps), <ref>{{cite journal | first = Alexander | last = Kraskov |author2=Stögbauer, Grassberger | year = 2004 | title = Estimating mutual information | journal = [[Physical Review E]] | volume = 60 | pages = 066138 | doi =10.1103/PhysRevE.69.066138|arxiv = cond-mat/0305641 |bibcode = 2004PhRvE..69f6138K }}</ref> including linear <ref name = Reza>{{ cite book | title = An Introduction to Information Theory | author = Fazlollah M. Reza | publisher = Dover Publications, Inc., New York | origyear = 1961| year = 1994 | isbn = 0-486-68210-2 | url = https://books.google.com/books?id=RtzpRAiX6OgC&pg=PA8&dq=intitle:%22An+Introduction+to+Information+Theory%22++%22entropy+of+a+simple+source%22&as_brr=0&ei=zP79Ro7UBovqoQK4g_nCCw&sig=j3lPgyYrC3-bvn1Td42TZgTzj0Q }}</ref> transformations of <math>X</math> and <math>Y</math>, and still represents the amount of discrete information that can be transmitted over a channel that admits a continuous space of values. | | Note that the continuous [[mutual information]] <math>I(X;Y)</math> has the distinction of retaining its fundamental significance as a measure of discrete information since it is actually the limit of the discrete mutual information of ''partitions'' of <math>X</math> and <math>Y</math> as these partitions become finer and finer. Thus it is invariant under non-linear [[homeomorphisms]] (continuous and uniquely invertible maps), <ref>{{cite journal | first = Alexander | last = Kraskov |author2=Stögbauer, Grassberger | year = 2004 | title = Estimating mutual information | journal = [[Physical Review E]] | volume = 60 | pages = 066138 | doi =10.1103/PhysRevE.69.066138|arxiv = cond-mat/0305641 |bibcode = 2004PhRvE..69f6138K }}</ref> including linear <ref name = Reza>{{ cite book | title = An Introduction to Information Theory | author = Fazlollah M. Reza | publisher = Dover Publications, Inc., New York | origyear = 1961| year = 1994 | isbn = 0-486-68210-2 | url = https://books.google.com/books?id=RtzpRAiX6OgC&pg=PA8&dq=intitle:%22An+Introduction+to+Information+Theory%22++%22entropy+of+a+simple+source%22&as_brr=0&ei=zP79Ro7UBovqoQK4g_nCCw&sig=j3lPgyYrC3-bvn1Td42TZgTzj0Q }}</ref> transformations of <math>X</math> and <math>Y</math>, and still represents the amount of discrete information that can be transmitted over a channel that admits a continuous space of values. |
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| + | --[[用户:CecileLi|CecileLi]]([[用户讨论:CecileLi|讨论]]) 【审校】补充翻译:注意,连续相互变量I(X;Y)具有保留其作为离散信息度量的基本意义的区别,因为它实际上是X和Y的“分区”的离散互信息的极限,因为这些分区变得越来越细。因此,它在非线性[[同胚]](连续且唯一可逆的映射)下是不变的,并且仍然表示可在允许连续值空间的信道上传输的离散信息量。 |
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| For the direct analogue of discrete entropy extended to the continuous space, see [[limiting density of discrete points]]. | | For the direct analogue of discrete entropy extended to the continuous space, see [[limiting density of discrete points]]. |
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| + | --[[用户:CecileLi|CecileLi]]([[用户讨论:CecileLi|讨论]]) 【审校】补充翻译:对于扩展到连续空间的离散熵的直接模拟,参见[[离散点的极限密度]]。 |
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| ==Properties of differential entropy== | | ==Properties of differential entropy== |