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Scaling of Model Approximation Errors and Expected Entropy Distances
Scaling of Model Approximation Errors Expected Entropy Distances
2012/9/19
We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. This yields information about th...
Scaling of Model Approximation Errors and Expected Entropy Distances
Scaling of Model Approximation Errors Expected Entropy Distances
2012/9/19
We compute the expected value of the Kullback-Leibler divergence to various fundamental statistical models with respect to canonical priors on the probability simplex. This yields information about th...