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cs.IT2019★ 5 cited
Relation between the Kantorovich-Wasserstein metric and the Kullback-Leibler divergence
Roman V. Belavkin
We discuss a relation between the Kantorovich-Wasserstein (KW) metric and the Kullback-Leibler (KL) divergence. The former is defined using the optimal transport problem (OTP) in t…
cs.IT2015
Asymmetric Topologies on Statistical Manifolds
Roman V. Belavkin
Asymmetric information distances are used to define asymmetric norms and quasimetrics on the statistical manifold and its dual space of random variables. Quasimetric topology, gene…