The Kullback–Leibler Divergence Between Lattice Gaussian Distributions
Frank Nielsen
Topics & Concepts
Kullback–Leibler divergenceDivergence (linguistics)Statistical physicsGaussianMathematicsLattice (music)StatisticsPhysicsPhilosophyQuantum mechanicsLinguisticsAcousticsBayesian Methods and Mixture ModelsStatistical Methods and InferenceFinancial Risk and Volatility Modeling