Is there a maximum (unique?) to the KL divergence between discrete distributions p & q, with the restriction that q is a proper probability distribution?
I know KL is unbounded from above when q is unrestricted, but what about when it sums to one?
Cross Validated is a question and answer site for people interested in statistics, machine learning, data analysis, data mining, and data visualization. It only takes a minute to sign up.
Sign up to join this communityIs there a maximum (unique?) to the KL divergence between discrete distributions p & q, with the restriction that q is a proper probability distribution?
I know KL is unbounded from above when q is unrestricted, but what about when it sums to one?