Profile Maximum Likelihood is Optimal for Estimating KL Divergence.

Jayadev Acharya

Published in: ISIT (2018)

Keyphrases

maximum likelihood
kl divergence
gaussian distribution
exponential family
kullback leibler
mahalanobis distance
expectation maximization
gaussian mixture
maximum likelihood estimation
parameter estimation
information theoretic
similarity measure
closed form
posterior distribution
kullback leibler divergence