KLdiv

Computes the KL divergence D(Q || P) between two discrete probability
distributions Q and P.

Variational flow-based methods for modeling rare events using
Kullback–Leibler (KL) divergence, normalizing flows, Girsanov change of
measure, and Freidlin–Wentzell action functionals. The package provides
tools for rare-event inference, minimum-action paths, and quasi-potential
computation in stochastic dynamical systems. Methods are based on
Rezende and Mohamed (2015) <doi:10.48550/arXiv.1505.05770>,
Girsanov (1960) <doi:10.1137/1105027>,
and Freidlin and Wentzell (2012, ISBN:978-0387955477).

Pietro Piu

rareflow

Variational Flow-Based Inference for Rare Events and Large
Deviations

KLdiv function

<dl><dt>Q</dt>
<dd>Observed distribution (probability vector).</dd>
<dt>P</dt>
<dd>Baseline or reference distribution (probability vector).</dd></dl>

Arguments

Kullback–Leibler Divergence — KLdiv

<dl>

<dt>Q</dt>
<dd>Observed distribution (probability vector).</dd>


<dt>P</dt>
<dd>Baseline or reference distribution (probability vector).</dd>

</dl>

KLdiv: Kullback–Leibler Divergence

Description

Usage

Value

Arguments