Estimation of KL divergence between large-alphabet distributions.
Yuheng BuShaofeng ZouYingbin LiangVenugopal V. VeeravalliPublished in: ISIT (2016)
Keyphrases
- kl divergence
- kullback leibler
- probability density
- kullback leibler divergence
- information theoretic
- mahalanobis distance
- exponential family
- gaussian distribution
- gaussian mixture
- density estimation
- posterior distribution
- probability density function
- gaussian mixture model
- probabilistic latent semantic analysis
- parameter estimation
- mutual information
- information theory
- translation model
- random variables
- closed form
- latent semantic analysis
- noise model
- log likelihood
- covariance matrix
- euclidean distance