Expected Logarithm of Central Quadratic Form and Its Use in KL-Divergence of Some Distributions.
Pourya ZadehReshad HosseiniPublished in: Entropy (2016)
Keyphrases
- kl divergence
- quadratic form
- kullback leibler
- kullback leibler divergence
- exponential family
- mahalanobis distance
- information theoretic
- gaussian distribution
- gaussian mixture
- probability density
- euclidean space
- posterior distribution
- information theory
- distance function
- closed form
- log likelihood
- maximum likelihood
- density estimation
- probabilistic latent semantic analysis
- probability distribution
- probability density function
- probabilistic model
- missing values
- mutual information