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Clémentine Chazal, Anna Korba, Francis Bach

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Statistical and Geometrical Properties of Regularized Kernel Kullback-Leibler Divergence

Year: 2024 • Source: hal.science • Listed PDF

In this paper, we study the statistical and geometrical properties of the Kullback-Leibler divergence with kernel covariance operators (KKL) introduced by Bach [2022]. Unlike the classical Kullback-Leibler (KL) divergenc...