论文标题

部分可观测时空混沌系统的无模型预测

An equivalence criterion for infinite products of Cauchy measures

论文作者

Okamura, Kazuki

论文摘要

我们给出了在位置和比例参数的同时偏移下的库奇度量无限产物的等效性标准。我们的结果是谎言和沙利文的结果的扩展,在规模参数扩张下给出了等效性标准。我们的证明利用了麦卡拉格(McCullagh)的凯奇(Cauchy)分布和最大不变的参数化,以及chyzak和nielsen给出的两种cauchy措施之间的kullback-leibler差异的封闭式公式。

We give an equivalence-singularity criterion for infinite products of Cauchy measures under simultaneous shifts of the location and scale parameters. Our result is an extension of Lie and Sullivan's result giving an equivalence-singularity criterion under dilations of scale parameters. Our proof utilizes McCullagh's parameterization of the Cauchy distributions and maximal invariant, and a closed-form formula of the Kullback-Leibler divergence between two Cauchy measures given by Chyzak and Nielsen.

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