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Kullback-Leibler divergence estimation of continuous distributions

2008 IEEE International Symposium on Information Theory, 2008
We present a method for estimating the KL divergence between continuous densities and we prove it converges almost surely. Divergence estimation is typically solved estimating the densities first. Our main result shows this intermediate step is unnecessary and that the divergence can be either estimated using the empirical cdf or k-nearest-neighbour ...
openaire   +1 more source

Kullback-Leibler Divergence for Nonnegative Matrix Factorization

2011
The I-divergence or unnormalized generalization of Kullback-Leibler (KL) divergence is commonly used in Nonnegative Matrix Factorization (NMF). This divergence has the drawback that its gradients with respect to the factorizing matrices depend heavily on the scales of the matrices, and learning the scales in gradient-descent optimization may require ...
Zhirong Yang   +3 more
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Dissipation and Kullback–Leibler Divergence

2014
In this chapter, we introduce the theoretical framework of the first part of our work, in which we study of the relationship between dissipation and irreversibility quantitatively in microscopic systems in the stationary state.
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Generalized Kullback-Leibler Divergence

2017
The Kullback-Leibler divergence is a measure of how one probability distribution diverges from another, expected probability distribution. It is also called relative entropy and K-L distance. However, the word distance is incorrectly used, since K-L divergence does not have all metric properties.
Pokaz, Dora, Pečarić, Josip
openaire   +1 more source

Active contour model based on local Kullback–Leibler divergence for fast image segmentation

Engineering Applications of Artificial Intelligence, 2023
Guirong Weng, Yiyang Chen
exaly  

Rényi Divergence and Kullback-Leibler Divergence

IEEE Transactions on Information Theory, 2014
Peter Harremoës
exaly  

Detecting abnormal situations using the Kullback–Leibler divergence

Automatica, 2014
Jiusun Zeng, Uwe Krüger, Lei Xie
exaly  

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