Computation of Kullback-Leibler Divergence Between Labeled Stochastic Systems with Non-identical State Spaces.
Krishnendu GhoshPublished in: AAIM (2018)
Keyphrases
- kullback leibler divergence
- stochastic systems
- state space
- information theoretic
- mutual information
- information theory
- probability density function
- stochastic models
- distance measure
- marginal distributions
- sample path
- markov chain
- generalized gaussian
- training data
- probability distribution
- confidence intervals
- statistical analysis
- machine learning
- markov decision processes