Useful Facts about the Kullback-Leibler Discrimination Distance

Date
2004-12-01
Journal Title
Journal ISSN
Volume Title
Publisher
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.

Description
Advisor
Degree
Type
Report
Keywords
Kullback-Leibler divergence, Stein's Lemma, Data Processing Theorem
Citation

M. Lexa, "Useful Facts about the Kullback-Leibler Discrimination Distance," 2004.

Has part(s)
Forms part of
Published Version
Rights
Link to license
Citable link to this page