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Radon-Nikodym derivative of vector-valued measure with respect to another vector-valued measure
Let $(X, | \cdot |)$ be a Banach space.
I am interested in whether one can extend the definition of the Kullback-Leibler divergence
$$
\text{KL}(\mu \ \Vert \ \nu)
:= \int_{\Omega} \ln\left(\frac{\...
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