The Stack Overflow podcast is back! Listen to an interview with our new CEO.

# Questions tagged [kullback-leibler]

An asymmetric measure of distance (or dissimilarity) between probability distributions. It might be interpreted as the expected value of the log likelihood ratio under the alternative hypothesis.

304 questions
Filter by
Sorted by
Tagged with
260 views

495 views

### Problem with Kullback–Leibler divergence criteria

I am using Kullback–Leibler divergence criteria for comparing my estimation and true density functions, but I have zero value on my estimation function when I have a testing set of size 10000, mostly ...
6k views

### What is the relationship between the GINI score and the log-likelihood ratio

I am studying classification and regression trees, and one of the measures for the split location is the GINI score. Now I am used to determining best split location when the log of the likelihood ...
213 views

### Quantify the information lost given by the Kullback-Leibler divergence measure

Consider there are $N$ individuals and these measure a quantity $X\in \mathbb{R}^{N\times M}$ where $M$ is the number of measurements and let $P(X)$ denote a probability distribution over $X$. The ...
786 views

### How to test whether a series data follow Ornstein-Uhlenbeck process (OU process)?

I have some measures which seems to have some mean-reverting properties and I'm wondering whether they can be modeled as Ornstein-Uhlenbeck process (OU process). And actually I quite expect it because ...
216 views

### How to use Kullback–Leibler divergence to help me choose the best distribution function?

I am now using Exponential distribution to model the the time intervals of a sequence of random events.Since I can choose several different lamdas for this model , I want to find out which lamda of ...
Imagine we have a list of ordered numbers $L = (1, 2,\dots, N)$. I want to add an arbitrary amount of "disorder" to that list. For instance: Adding a little bit of disorder would permute a few ...