Kullback-Leibler divergence and mutual information of experiments in the fuzzy case

Abstract

The main aim of this contribution is to define the notions of Kullback-Leibler divergence and conditional mutual information in fuzzy probability spaces and to derive the basic properties of the suggested measures. In particular, chain rules for mutual information of fuzzy partitions and for Kullback-Leibler divergence with respect to fuzzy P-measures are established. In addition, a convexity of Kullback-Leibler divergence and mutual information with respect to fuzzy P-measures is studied.