kld_uniform_gaussian

This function computes \(D_{KL}(p||q)\), where \(p\sim \text{U}(a,b)\)
and \(q\sim \mathcal{N}(\mu,\sigma^2)\).

Estimation algorithms for Kullback-Leibler divergence between two probability
distributions, based on one or two samples, and including uncertainty quantification.
Distributions can be uni- or multivariate and continuous, discrete or mixed.

Niklas Hartung

kldest

Sample-Based Estimation of Kullback-Leibler Divergence

kld_uniform_gaussian function

<dl><dt>a, b</dt>
<dd>Parameters of uniform (true) distribution</dd>
<dt>mu, sigma2</dt>
<dd>Parameters of Gaussian (approximate) distribution</dd></dl>

Arguments

Analytical KL divergence between a uniform and a Gaussian distribution — kld_uniform_gaussian

<dl>

<dt>a, b</dt>
<dd>Parameters of uniform (true) distribution</dd>


<dt>mu, sigma2</dt>
<dd>Parameters of Gaussian (approximate) distribution</dd>

</dl>

kld_uniform_gaussian: Analytical KL divergence between a uniform and a Gaussian distribution

Description

Usage

Value

Arguments

Examples