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Results tagged with bayesian-probability
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user 4600
5
votes
What does the KL being symmetric tell us about the distributions?
We're looking at the equation $$-\sum_{x\in\mathcal{X}} P(x) \log\left(\frac{Q(x)}{P(x)}\right)
=
-\sum_{x\in\mathcal{X}} Q(x) \log\left(\frac{P(x)}{Q(x)}\right).
$$
In the Bernoulli case,
$$-p \log\ …
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