Skip to main content
Cross Validated

Return to Question

edited tags
Link
Glen_b
Glen_b
  • 290.5k
  • 37
  • 652
  • 1.1k
fixed grammar
Source Link
edit approved Aug 11, 2014 at 13:09
dmartin
edit approved Aug 11, 2014 at 13:09
dmartin
  • 3.4k
  • 4
  • 27
  • 29

analysis Analysis of kullbackKullback-leiblerLeibler divergence

letLet us consider the following two probability distributiondistributions

P       Q
0.01    0.002
0.02    0.004
0.03    0.006
0.04    0.008
0.05    0.01
0.06    0.012
0.07    0.014
0.08    0.016
0.64    0.928

iI have have calculated kullbackKullback-leiblerLeibler divergence which is equal $0.492820258$,i I want to know in generall whatgeneral what does this number shows me?generally Kullback Generally, Kullback-Leibler divergence shows me how far is one probability distribution from another, right?it It is similar to entropy terminology,but but in terms of numbernumbers,how can i say let says what does it mean? If I have a result isof result of 0.49 cna i, can I say that approximatelyapproximately one distribution is far from another by by 50%? or?thanks in advance

analysis of kullback-leibler divergence

let us consider following two probability distribution

P       Q
0.01    0.002
0.02    0.004
0.03    0.006
0.04    0.008
0.05    0.01
0.06    0.012
0.07    0.014
0.08    0.016
0.64    0.928

i have have calculated kullback-leibler divergence which is equal $0.492820258$,i want to know in generall what does this number shows me?generally Kullback divergence shows me how far is one probability distribution from another right?it is similar to entropy terminology,but in terms of number,how can i say let says result is 0.49 cna i say that approximately one distribution is far from another by by 50%? or?thanks in advance

Analysis of Kullback-Leibler divergence

Let us consider the following two probability distributions

P       Q
0.01    0.002
0.02    0.004
0.03    0.006
0.04    0.008
0.05    0.01
0.06    0.012
0.07    0.014
0.08    0.016
0.64    0.928

I have have calculated Kullback-Leibler divergence which is equal $0.492820258$, I want to know in general what does this number shows me? Generally, Kullback-Leibler divergence shows me how far is one probability distribution from another, right? It is similar to entropy terminology, but in terms of numbers, what does it mean? If I have a result of result of 0.49, can I say that approximately one distribution is far from another by 50%?

Source Link
dato datuashvili
dato datuashvili
  • 785
  • 2
  • 11
  • 21

analysis of kullback-leibler divergence

let us consider following two probability distribution

P       Q
0.01    0.002
0.02    0.004
0.03    0.006
0.04    0.008
0.05    0.01
0.06    0.012
0.07    0.014
0.08    0.016
0.64    0.928

i have have calculated kullback-leibler divergence which is equal $0.492820258$,i want to know in generall what does this number shows me?generally Kullback divergence shows me how far is one probability distribution from another right?it is similar to entropy terminology,but in terms of number,how can i say let says result is 0.49 cna i say that approximately one distribution is far from another by by 50%? or?thanks in advance