Useful Facts about the Kullback-Leibler discrimination distance

Abstract

This report contains a list of some of the more prominent properties and theorems concerning the Kullback-Leibler (KL) discrimination distance. A brief discussion is also provided indicating the type of problems in which the KL distance has been applied. References are provided for the reader’s convenience. 1 Definition For two continuous density functions… (More)

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@inproceedings{Lexa2004UsefulFA, title={Useful Facts about the Kullback-Leibler discrimination distance}, author={Michael Lexa}, year={2004} }