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A path sampling identity for computing the Kullback-Leibler and J divergences - MaRDI portal

A path sampling identity for computing the Kullback-Leibler and J divergences (Q2445627)

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A path sampling identity for computing the Kullback-Leibler and J divergences
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    A path sampling identity for computing the Kullback-Leibler and J divergences (English)
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    14 April 2014
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    auxiliary density
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    geometric path
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    J divergence
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    Kullback-Leibler divergence
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    model selection
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    normalizing constant
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    path sampling
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