Chernoff information

E205228

Chernoff information is a measure in information theory and statistics that quantifies the exponential rate at which the error probability decays when optimally distinguishing between two probability distributions.

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Chernoff information canonical 4

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Statements (44)

Predicate Object
instanceOf hypothesis testing performance measure ⓘ
information theoretic measure ⓘ
statistical divergence ⓘ
appearsIn asymptotic analysis of Bayesian error probability ⓘ
multi-hypothesis testing generalizations ⓘ
appliesTo continuous probability distributions ⓘ
discrete probability distributions ⓘ
category information geometry ⓘ
statistical decision theory ⓘ
comparedWith Jensen–Shannon divergence ⓘ
total variation distance ⓘ
definedOver pair of probability distributions ⓘ
dependsOn Chernoff parameter s ⓘ
field information theory ⓘ
statistics ⓘ
mathematicalForm defined as the negative logarithm of the minimum Chernoff moment over s in [0,1] ⓘ
namedAfter Herman Chernoff ⓘ
optimizationDomain Chernoff parameter in interval [0,1] ⓘ
property equals zero if and only if the two distributions are identical ⓘ
larger values indicate better distinguishability ⓘ
nonnegative ⓘ
symmetric in its two distributions ⓘ
relatedTo Bhattacharyya distance ⓘ
Chernoff bound ⓘ
Kullback–Leibler divergence ⓘ
Neyman–Pearson lemma ⓘ
Rényi divergence ⓘ
error exponent ⓘ
large deviations theory ⓘ
role characterizes optimal Bayesian error exponent between two distributions ⓘ
symbol C(P,Q) ⓘ
usedFor asymptotic error exponent analysis ⓘ
binary hypothesis testing ⓘ
channel coding error exponent analysis ⓘ
classification error analysis ⓘ
distinguishing two probability distributions ⓘ
pattern recognition ⓘ
performance analysis of statistical tests ⓘ
quantifying exponential decay rate of error probability ⓘ
signal detection ⓘ
usedIn communications theory ⓘ
information-theoretic security ⓘ
machine learning ⓘ
statistical signal processing ⓘ

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Referenced by (4)

Full triples — surface form annotated when it differs from this entity's canonical label.

Rényi divergence → relatedTo → Chernoff information ⓘ
Chernoff bound → relatedTo → Chernoff information ⓘ
Herman Chernoff → notableWork → Chernoff information ⓘ
Herman Chernoff → notableConcept → Chernoff information ⓘ