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A categorical characterization of relative entropy on standard Borel spaces

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arxiv 1703.08853 v6 pith:XWWGQ4XU submitted 2017-03-26 cs.IT math.IT

A categorical characterization of relative entropy on standard Borel spaces

classification cs.IT math.IT
keywords borelentropyrelativespacesstandardcategoricalcategorydefine
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We give a categorical treatment, in the spirit of Baez and Fritz, of relative entropy for probability distributions defined on standard Borel spaces. We define a category suitable for reasoning about statistical inference on standard Borel spaces. We define relative entropy as a functor into Lawvere's category and we show convexity, lower semicontinuity and uniqueness.

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