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A Representation of the Relative Entropy with Respect to a Diffusion Process in Terms of Its Infinitesimal Generator.

Olivier D. FaugerasJames MacLaurin
Published in: Entropy (2014)
Keyphrases
  • diffusion process
  • relative entropy
  • anisotropic diffusion
  • information theoretic
  • information theory
  • mutual information
  • parameter estimation
  • log likelihood