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

tr function

<dl><dt>M</dt>
<dd>A square matrix</dd></dl>

Arguments

Matrix trace operator — tr

<dl>

<dt>M</dt>
<dd>A square matrix</dd>

</dl>

tr: Matrix trace operator

Description

Usage

Value

Arguments