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A path sampling identity for computing the Kullback-Leibler and J divergences.
Geneviève Lefebvre
Russell Steele
Alain C. Vandal
Published in:
Comput. Stat. Data Anal. (2010)
Keyphrases
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kullback leibler
kl divergence
cross entropy
kullback leibler divergence
distance measure
mutual information
distance function
exponential family
mahalanobis distance
information retrieval
sample size
gaussian mixture model
information theory
random sampling
gaussian mixture