Un upper bound for Kullback-Leibler divergence with a small number of outliers

Gofman, Alexander; Kelbert, Mark

Mathematical Communications, Tome 18 (2013) no. 1, p. 75-78 / Harvested from Mathematical Communications

Résumé

We establish a new upper bound for the Kullback-Leibler divergenceof two discrete probability distributions which are close in a sense that typically the ratio of probabilities is nearly one and the number of outliers is small.

Publié le : 2013-05-04
Classification:

@article{mc227,
     author = {Gofman, Alexander and Kelbert, Mark},
     title = {Un upper bound for Kullback-Leibler divergence with a small number of outliers},
     journal = {Mathematical Communications},
     volume = {18},
     number = {1},
     year = {2013},
     pages = { 75-78},
     language = {eng},
     url = {http://dml.mathdoc.fr/item/mc227}
}

Gofman, Alexander; Kelbert, Mark. Un upper bound for Kullback-Leibler divergence with a small number of outliers. Mathematical Communications, Tome 18 (2013) no. 1, pp.  75-78. http://gdmltest.u-ga.fr/item/mc227/