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Minimizer of forward and reverse Kullback-Leibler divergence with sum constraints on marginals

Consider minimization of the Kullback Leibler divergence between two discrete distributions $p$ and $q$: \begin{align*} D_{KL} \left( p \parallel q \right) = \sum_i p_i \log \left( \frac{p_i}{q_i} \...
TalTal The Eighth's user avatar
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Maximum mutual information of random unitary transformation

Let $\mathbf{U}$ and $\mathbf{V}$ be random unitary matrices independent of random input vector $\mathbf{x}$. Moreover, $\mathbf{z}$ be random iid complex Gaussian vector with zero mean and identity ...
Math_Y's user avatar
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