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Variational Inference - Princeton University

Variational Inference - Princeton University

www.cs.princeton.edu

4 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 ...

  Divergence, Kullback, Leibler, Leibler divergence, 4 kullback

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