Measures of distinguishability between stochastic processes

• المؤلفون الرئيسيون: Yang, Chengran, Binder, Felix C., Gu, Mile, Elliott, Thomas J.
• مؤلفون آخرون: School of Physical and Mathematical Sciences
• التنسيق: مقال
• اللغة: English
• منشور في: 2021
• الموضوعات: Science::Physics; Stochastic Processes; Information Theory
• الوصول للمادة أونلاين: https://hdl.handle.net/10356/146526

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...