Kullback–Leibler divergence

Results: 486



#Item
1Statistics / Probability / Mathematical analysis / Probability distributions / Differential forms / Thermodynamics / Gamma distribution / Closed and exact differential forms / NC / Constructible universe / Mixture model / Normal distribution

Combining observation models in dual exposure problems using the Kullback-Leibler Divergence

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Source URL: decsai.ugr.es

Language: English - Date: 2010-09-02 04:17:24
2

On Sparse Variational Methods and the Kullback-Leibler Divergence between Stochastic Processes Alexander G. de G. Matthews1 , James Hensman2 , Richard E. Turner1 , Zoubin Ghahramani1 1

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Source URL: jmlr.org

Language: English - Date: 2016-06-06 23:29:35
    3Probability distributions / Bayesian statistics / KullbackLeibler divergence / Statistical theory / Thermodynamics / Gamma distribution / Variational Bayesian methods / Peak signal-to-noise ratio / Bayesian network / Sheaf

    Proceedings of 2010 IEEE 17th International Conference on Image Processing September 26-29, 2010, Hong Kong Using the Kullback-Leibler Divergence to Combine Image Priors in Super-Resolution Image Reconstruction

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    Source URL: decsai.ugr.es

    Language: English - Date: 2010-10-04 04:57:27
    4Information theory / Statistical theory / Mathematical analysis / Statistics / Information / KullbackLeibler divergence / Entropy / Large deviations theory / Leibler / Divergence / Information geometry / Rnyi entropy

    Ann Inst Stat Math:439–468 DOIs10463x Escort distributions minimizing the Kullback–Leibler divergence for a large deviations principle and tests of entropy level

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    Source URL: www.ism.ac.jp

    Language: English - Date: 2016-03-28 21:34:02
    5Dynamic programming / Statistical theory / Stochastic control / Hamilton–Jacobi–Bellman equation / Optimal control / Partial differential equation / Kullback–Leibler divergence / Statistics / Mathematical analysis / Mathematics

    Robust Control and Model Misspecification Lars Peter Hansen Thomas J. Sargent Gauhar A. Turmuhambetova Noah Williams∗ September 26, 2005

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    Source URL: www.tomsargent.com

    Language: English - Date: 2015-04-08 13:03:54
    6Mathematical analysis / Randomness / Statistical theory / Thermodynamics / Statistical randomness / Entropy / Random sequence / Kullback–Leibler divergence / Logarithm / Statistics / Probability and statistics / Information theory

    Physica D–107 Data compression and learning in time sequences analysis A. Puglisi a,b,∗ , D. Benedetto c , E. Caglioti c , V. Loreto a,b , A. Vulpiani a,b a

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    Source URL: samarcanda.phys.uniroma1.it

    Language: English - Date: 2007-02-19 04:40:42
    7Kullback–Leibler divergence / Moment-generating function / Risk aversion / Expected utility hypothesis / Hyperbolic absolute risk aversion / Weight / Utility / Statistics / Abstract algebra

    Disparity, Shortfall, and Twice-Endogenous HARA Utility∗ M. Ryan Haley†, M. Kevin McGee‡and Todd B. Walker§ December 4, 2010 Abstract We derive a mapping between the shortfall-minimizing portfolio selection based

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    Source URL: pages.iu.edu

    Language: English - Date: 2010-12-04 17:30:26
    8Machine learning / Information theory / Operator theory / Kullback–Leibler divergence / Thermodynamics / Empirical risk minimization / Entropy / Hilbert space / Multivariate normal distribution / Statistics / Statistical theory / Probability and statistics

    Domain Adaptation: Learning Bounds and Algorithms Yishay Mansour Google Research and Tel Aviv Univ.

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    Source URL: www.cs.nyu.edu

    Language: English - Date: 2009-11-02 10:14:29
    9Information theory / Stochastic processes / Martingale theory / Game theory / Martingale / Entropy / Kullback–Leibler divergence / Independence / Normal distribution / Statistics / Probability and statistics / Statistical theory

    Robust Estimation and Control under Commitment Lars Peter Hansen∗ Thomas J. Sargent‡† May 4, 2010 When Shannon had invented his quantity and consulted von Neumann on what

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    Source URL: www.tomsargent.com

    Language: English - Date: 2015-04-08 13:03:56
    10Statistical theory / Markov models / Information theory / Markov chain / Entropy / Kullback–Leibler divergence / Expectation–maximization algorithm / Statistics / Markov processes / Probability and statistics

    Preliminary and Incomplete Risk and Robustness in General Equilibrium Evan W. Anderson Lars Peter Hansen and

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    Source URL: www.tomsargent.com

    Language: English - Date: 2015-04-08 13:03:55
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