Kullback--Leibler Approximation for Probability Measures on Infinite Dimensional Spaces
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Publication:3451743
DOI10.1137/140962802zbMath1342.60049arXiv1310.7845OpenAlexW3101357194MaRDI QIDQ3451743
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Publication date: 18 November 2015
Published in: SIAM Journal on Mathematical Analysis (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1310.7845
Gaussian processes (60G15) Sensitivity, stability, well-posedness (49K40) Set functions and measures and integrals in infinite-dimensional spaces (Wiener measure, Gaussian measure, etc.) (28C20) Optimality conditions for problems involving randomness (49K45) Limit theorems in probability theory (60F99)
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