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Information projection : ウィキペディア英語版 | Information projection In information theory, the information projection or I-projection of a probability distribution ''q'' onto a set of distributions ''P'' is : is the Kullback–Leibler divergence from ''p'' to ''q''. Viewing the Kullback–Leibler divergence as a measure of distance, the I-projection is the "closest" distribution to ''q'' of all the distributions in ''P''. The I-projection is useful in setting up information geometry, noteably because of the following inequality:
==See also==
*Sanov's theorem
抄文引用元・出典: フリー百科事典『 ウィキペディア(Wikipedia)』 ■ウィキペディアで「Information projection」の詳細全文を読む
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