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Variational Inference - Princeton University
www.cs.princeton.edu4 Kullback-Leibler Divergence We measure the closeness of the two distributions with Kullback-Leibler (KL) divergence. This comes from information theory, a eld that has deep links to statistics and machine learning. (See the books \Information Theory and Statistics" by Kullback and \Information Theory, Inference, and Learning Algorithms" by ...