Kullback-Leibler divergence rate between probability distributions on sets of different cardinalities.

Mathukumalli Vidyasagar

Published in: CDC (2010)

Keyphrases

kullback leibler divergence
probability distribution
probability density function
marginal distributions
mutual information
kl divergence
information theoretic
information theory
random variables
distance measure
bayesian networks
density function
knn
conditional probabilities
density estimation