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Writer's pictureDR.GEEK

Kullback-Leibler (KL) Distance

13th-October-2020


• KL distance: an index for measuring proximity between probability distributions • minimization of KL distance: approximate model distribution 𝑝𝑝 to observation distribution 𝑝𝑝 0 as much as possible.


Minimization by gradient method

Calculate parameters by gradient method



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