Kl Divergence

Some articles on divergence, kl divergence:

Kullback–Leibler Divergence - Discrimination Information - Principle of Minimum Discrimination Information
... The idea of Kullback–Leibler divergence as discrimination information led Kullback to propose the Principle of Minimum Discrimination Information (MDI ... subsequently learnt the true distribution of a was u(a), the Kullback–Leibler divergence between the new joint distribution for x and a, q(x
Cross Entropy - Cross-entropy Minimization
... a fixed reference distribution, cross entropy and KL divergence are identical up to an additive constant (since is fixed) both take on their minimal values when, which is for KL divergence, and for cross entropy ... In the engineering literature, the principle of minimising KL Divergence (Kullback's "Principle of Minimum Discrimination Information") is often called the Principle of Minimum Cross-Entropy (MC ... However, as discussed in the article Kullback-Leibler divergence, sometimes the distribution q is the fixed prior reference distribution, and the distribution p is optimised to be as close to q as possible ...