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Interpreting Kullback-Leibler divergence with the Neyman-Pearson lemma

open access: yes
Kullback-Leibler divergence and the Neyman-Pearson lemma are two fundamental concepts in statistics. Both are about likelihood ratios: Kullback-Leibler divergence is the expected log-likelihood ratio, and the Neyman-Pearson lemma is about error rates of ...
Copas, John, Eguchi, Shinto
core  

Orthogonal nonnegative matrix factorization with the Kullback–Leibler divergence

open access: yesPattern Recognition Letters
10 pages, corrected some ...
Nkurunziza, Jean Pacifique   +2 more
openaire   +4 more sources

A closed-form formula for the Kullback-Leibler divergence between Cauchy distributions

open access: yes, 2019
8 pagesWe report a closed-form expression for the Kullback-Leibler divergence between Cauchy distributions which involves the calculation of a novel definite integral.
Chyzak, Frédéric, Nielsen, Frank
core   +1 more source

A Maximum Value for the Kullback–Leibler Divergence between Quantized Distributions

open access: yesInformation
The Kullback–Leibler (KL) divergence is a widely used measure for comparing probability distributions, but it faces limitations such as its unbounded nature and the lack of comparability between distributions with different quantum values (the discrete ...
Vincenzo Bonnici
doaj   +1 more source

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