Team:TU Darmstadt/Modelling/Statistics

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The DKL Analysis
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In information theory the Kullback-Leibler-Divergence (DKL) describes and quantifies the distance between
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two distributions P and Q. Where P denotes an experimental distribution, it is compared with Q, a reference distribution. DKL is also known as ‘relative entropy’ as well as ‘mutual information’.
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Although DKL is often used as a metric or distance measurement, it is not a true measurement because it is not symmetric.
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<img alt="DKL" src="/wiki/images/7/71/DKL.png" width="555" height="138">
<img alt="DKL" src="/wiki/images/7/71/DKL.png" width="555" height="138">

Revision as of 00:43, 5 October 2013







Modelling | Statistics | Structure



Information Theory

The DKL Analysis In information theory the Kullback-Leibler-Divergence (DKL) describes and quantifies the distance between two distributions P and Q. Where P denotes an experimental distribution, it is compared with Q, a reference distribution. DKL is also known as ‘relative entropy’ as well as ‘mutual information’. Although DKL is often used as a metric or distance measurement, it is not a true measurement because it is not symmetric.

DKL






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