Parametric Bayesian Estimation of Differential Entropy and Relative Entropy.

Maya R. Gupta Santosh Srivastava

Published in: Entropy (2010)

Keyphrases

relative entropy
bayesian estimation
information theoretic
information theory
mutual information
log likelihood
covariance matrix
kullback leibler divergence
posterior distribution
maximum entropy
bregman divergences
training data
co occurrence