Tight Bound on Relative Entropy by Entropy Difference.

David Reeb Michael M. Wolf

Published in: IEEE Trans. Inf. Theory (2015)

Keyphrases

relative entropy
lower bound
upper bound
worst case
information theoretic
information theory
covariance matrix
mutual information
log likelihood
maximum entropy
bregman divergences
kullback leibler divergence
mahalanobis distance
pairwise
learning algorithm
squared euclidean distance
multi class