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Title:
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Useful Facts about the Kullback-Leibler Discrimination Distance |
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Author:
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Lexa, Michael
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Type:
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Report |
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Keywords:
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Kullback-Leibler divergence; Stein's Lemma; Data Processing Theorem |
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Citation:
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M. Lexa, "Useful Facts about the Kullback-Leibler Discrimination Distance," None, 2004. |
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Abstract:
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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. |
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Date Published:
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2004-12-01 |
