Probabilistic Forecast Reconciliation with Kullback-Leibler Divergence Regularization.

Guanyu Zhang Feng Li Yanfei Kang

Published in: CoRR (2023)

Keyphrases

kullback leibler divergence
information theoretic
information theory
mutual information
probability density function
kl divergence
distance measure
generative model
bayesian networks
probabilistic model
diffusion tensor
machine learning
similarity measure
multiscale