On the Kullback-Leibler divergence between discrete normal distributions.
Frank NielsenPublished in: CoRR (2021)
Keyphrases
- kullback leibler divergence
- normal distribution
- probability density function
- probability distribution
- mutual information
- information theoretic
- generalized gaussian
- random variables
- distance measure
- density function
- information theory
- em algorithm
- marginal distributions
- covariance matrix
- standard deviation
- density estimation
- probability density
- expectation maximization
- mixture model
- statistical methods
- bayesian framework
- gaussian mixture model
- maximum likelihood