Asymptotically equivalent sequences of matrices and relative entropy.

Jesús Gutiérrez-Gutiérrez Pedro M. Crespo

Published in: ITW (2013)

Keyphrases

relative entropy
information theoretic
mutual information
information theory
log likelihood
hidden markov models
mahalanobis distance
covariance matrix
bregman divergences
maximum entropy
squared euclidean distance
worst case
kullback leibler divergence