Minimax Estimation of KL Divergence between Discrete Distributions.
Yanjun HanJiantao JiaoTsachy WeissmanPublished in: CoRR (2016)
Keyphrases
- kl divergence
- kullback leibler
- kullback leibler divergence
- probability density
- mahalanobis distance
- information theoretic
- gaussian distribution
- exponential family
- gaussian mixture
- density estimation
- posterior distribution
- dissimilarity measure
- random variables
- probability density function
- parameter estimation
- translation model
- distance measure
- information theory
- noise model
- least squares
- gaussian mixture model
- mutual information