Asymptotic Normality of the Posterior in Relative Entropy.
Bertrand S. ClarkePublished in: IEEE Trans. Inf. Theory (1999)
Keyphrases
- relative entropy
- information theoretic
- information theory
- log likelihood
- covariance matrix
- mutual information
- probability distribution
- bayesian framework
- mahalanobis distance
- posterior distribution
- gaussian process
- worst case
- squared euclidean distance
- kullback leibler divergence
- posterior probability
- principal component analysis
- probabilistic model
- generative model
- maximum likelihood
- bregman divergences
- feature extraction