Rényi Divergence and Kullback-Leibler Divergence

Tim van Erven Peter Harremoës

Published in: CoRR (2012)

Keyphrases

kullback leibler divergence
kl divergence
kullback leibler
shannon entropy
mutual information
information theoretic
distance measure
information theory
probability density function
marginal distributions
machine learning
nearest neighbor
mahalanobis distance