Timeline for Kullback–Leibler divergence of product distributions
Current License: CC BY-SA 3.0
6 events
| when toggle format | what | by | license | comment | |
|---|---|---|---|---|---|
| Oct 10, 2018 at 15:00 | vote | accept | Ted | ||
| Feb 6, 2018 at 8:23 | answer | added | Ted | timeline score: 3 | |
| Feb 5, 2018 at 23:28 | comment | added | Ted | Ah right, that follows directly from the chain rule. For future readers, this is Theorem 5.3 of this PDF, and applying it to the product distribution is straightforward. Thanks! | |
| Feb 5, 2018 at 23:13 | comment | added | usul | I think the "chain rule" for KL-divergence immediately gives $k\epsilon$, using independence of the $j$th component for $j=1,\dots,k$. | |
| Feb 5, 2018 at 22:22 | review | First posts | |||
| Feb 5, 2018 at 22:38 | |||||
| Feb 5, 2018 at 22:20 | history | asked | Ted | CC BY-SA 3.0 |