Measures of distinguishability between stochastic processes

Measures of distinguishability between stochastic processes

Quantifying how distinguishable two stochastic processes are is at the heart of many fields, such as machine learning and quantitative finance. While several measures have been proposed for this task, none have universal applicability and ease of use. In this article, we suggest a set of requirement...

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Bibliographic Details
Main Authors: Yang, Chengran, Binder, Felix C., Gu, Mile, Elliott, Thomas J.
Other Authors: School of Physical and Mathematical Sciences
Format: Article
Language:English
Published: 2021
Subjects:
Science::Physics
Stochastic Processes
Information Theory
Online Access:https://hdl.handle.net/10356/146526
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Institution: Nanyang Technological University
Language: English

Internet

https://hdl.handle.net/10356/146526

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