Probabilistic Forecast Reconciliation with Kullback-Leibler Divergence Regularization.

Guanyu Zhang Feng Li Yanfei Kang

Published in: ICDM (Workshops) (2023)

Keyphrases

kullback leibler divergence
information theoretic
mutual information
kl divergence
information theory
distance measure
probability density function
probabilistic model
machine learning
generative model
feature selection
bayesian networks
mixture model
bit rate
marginal distributions