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Evaluation of Kullback-Leibler Divergence

SYSNO ASEP	0444191
Document Type	V - Research Report
R&D Document Type	The record was not marked in the RIV
Title	Evaluation of Kullback-Leibler Divergence
Author(s)	Homolová, Jitka (UTIA-B)_RID Kárný, Miroslav (UTIA-B)_{RID, ORCID}
Number of authors	2
Issue data	Praha: ÚTIA AV ČR v.v.i, 2015
Series	Research Report
Series number	2349
Number of pages	14 s.
Publication form	Print - P
Language	eng - English
Country	CZ - Czech Republic
Keywords	Kullback-Leibler divergence ; cross-entropy ; Bayesian decision making ; Bayesian learning and approximation
Subject RIV	BC - Control Systems Theory
R&D Projects	GA13-13502S GA ČR - Czech Science Foundation (CSF)
Annotation	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.
Workplace	Institute of Information Theory and Automation
Contact	Markéta Votavová, votavova@utia.cas.cz, Tel.: 266 052 201.
Year of Publishing	2016

Number of the records: 1