Un upper bound for Kullback-Leibler divergence with a small number of outliers
Abstract
We establish a new upper bound for the Kullback-Leibler divergence
of 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.
of 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.
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PDFISSN: 1331-0623 (Print), 1848-8013 (Online)