Concentration and relative entropy for compound Poisson distributions.
Mokshay MadimanIoannis KontoyiannisPublished in: ISIT (2005)
Keyphrases
- relative entropy
- kullback leibler divergence
- information theoretic
- log likelihood
- information theory
- mutual information
- exponential family
- covariance matrix
- kl divergence
- mahalanobis distance
- random variables
- maximum entropy
- joint distribution
- probability distribution
- marginal distributions
- data points
- bregman divergences
- bayesian networks
- squared euclidean distance