Questions tagged [discrete-distributions]
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3
questions
0
votes
1answer
48 views
How to solve for the minimum KL Divergence when the distribution is discrete?
Say we have a simple case of $p(x,y)$ is a 3x3 matrix:
$$\begin{bmatrix}
1/6 & 0 & 0 \\
1/6 & 3/6 & 0 \\
0 & 0 & 1/6
\end{bmatrix}$$
And $q(x,y)=...
1
vote
1answer
20 views
Categorical sampling without instantiating probability vector
I want to sample from a discrete distribution with probability vector $p \in \mathbb R^n$, where $n$ is large.
Suppose that $p_i = f_i / Z$, where $Z$ is a normalization constant. I can compute the ...
3
votes
1answer
65 views
The meaning of a parameterization of the logarithmic distribution
In calculus one learns that
$$
p + \frac{p^2} 2 + \frac{p^3} 3 + \frac{p^4} 4 + \cdots = -\log(1-p). \tag 1
$$
Thus a discrete probability distribution on the set $\{1,2,3,\ldots\}$ is given by
$$
\Pr(...
