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
Result website:
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