Kullback-Leibler and Rényi divergence rate for Gaussian stationary ARMA processes comparison.
Eric J. GrivelRoberto DiversiFernando MerchanPublished in: Digit. Signal Process. (2021)
Keyphrases
- kullback leibler
- divergence measure
- kl divergence
- distance measure
- cross entropy
- kullback leibler divergence
- gaussian mixture
- gaussian distribution
- mahalanobis distance
- mutual information
- maximum likelihood
- non stationary
- gaussian mixture model
- information theoretic
- information retrieval
- probability density
- information theory
- language model
- artificial neural networks