Approximation of Kullback-Leibler Divergence between Two Gaussian Mixture Distributions

DOI10.3724/SP.J.1004.2008.00529MaRDI QIDQ5319719zbMATH OpenOpenAlexFDO

Authors Huanliang Wang, Jiqing Han, Tieran Zheng

Publication date 22 July 2009

Published in Acta Automatica Sinica (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3724/sp.j.1004.2008.00529

zbMATH Keywords

Gaussian mixture distributionK-L divergencerelative entropyupper-bound of K-L divergence

Mathematics Subject Classification ID

Inequalities; stochastic orderings (60E15)

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• scientific article; zbMATH DE number 6026916 (Why is no real title available?)
• Mixture density modeling, Kullback-Leibler divergence, and differential log-likelihood

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