How can I become to discrete the Kullback Divergence?

Ailier Rivero Acosta @Ailier-Rivero-Acosta

19 December 2014 1 3K Report

I have the Kullback Divergence in its continuous form and I need it in its discrete form.

Vladislav Bína

The discrete form is analogous: D(P|Q) = \sum_i P(i) \ln \frac{P(i)}{Q(i)}

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