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Evaluation of Kullback-Leibler Divergence

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    0444191 - ÚTIA 2016 CZ eng V - Research Report
    Homolová, Jitka - Kárný, Miroslav
    Evaluation of Kullback-Leibler Divergence.
    Praha: ÚTIA AV ČR v.v.i, 2015. 14 s. Research Report, 2349.
    R&D Projects: GA ČR GA13-13502S
    Keywords : Kullback-Leibler divergence * cross-entropy * Bayesian decision making * Bayesian learning and approximation
    Subject RIV: BC - Control Systems Theory
    http://library.utia.cas.cz/separaty/2015/AS/homolova-0444191.pdf

    Kullback-Leibler divergence is a leading measure of similarity or dissimilarity of probability distributions. This technical paper collects its analytical and numerical expressions for the broad range of distributions.
    Permanent Link: http://hdl.handle.net/11104/0247115

     
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    0444191.pdf0283.3 KBOtheropen-access
     
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