Taming numerical imprecision by adapting the KL divergence to negative probabilities.
Simon PfahlerPeter GeorgRudolf SchillMaren KleverLars GrasedyckRainer SpangTilo WettigPublished in: Stat. Comput. (2024)
Keyphrases
- kl divergence
- kullback leibler
- kullback leibler divergence
- mahalanobis distance
- information theoretic
- gaussian mixture
- gaussian distribution
- posterior distribution
- probability distribution
- exponential family
- dissimilarity measure
- probability density
- probabilistic latent semantic analysis
- marginal distributions
- probability density function
- gaussian mixture model
- distance measure
- mutual information