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Results tagged with pr.probability
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user 141306
Theory and applications of probability and stochastic processes: e.g. central limit theorems, large deviations, stochastic differential equations, models from statistical mechanics, queuing theory.
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Points of continuity of Kullback-Leibler divergence with respect to weak convergence
I know that the Kullback-Leibler
$D(\mu||\nu) := - \int_K\log\big(\frac{d \nu}{d \mu}\big) \, d\mu,$
over probability measures on a compact $K$ subset of $\mathbb{R}^d$, is only weakly lower semicont …
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