Relative Entropy

author: Sergio Verdu, Princeton University
published: Jan. 25, 2010,   recorded: December 2009,   views: 24769
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Description

An overview of relative entropy (aka Kulback-Leibler divergence, etc.) and its multiple appearances in information theory, probability, and statistics, including recent results by the speaker.

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Download slides icon Download slides: nips09_verdu_re_01.pdf (4.7 MB)


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