The bracket \( \max(B - H(\hat w), 0) \le \mathrm{KL}(p \parallel q) \le B \) on the divergence of a distribution from its collapse, which kullbackLeiblerCollapseBounds() returns. More...

#include <EmrysFilter/Distributions/Divergence.h>

Public Attributes
Scalar	lower
	\( \max(B - H(\hat w), 0) \): the divergence is at least this
Scalar	upper
	\( B \): the divergence is at most this

Detailed Description

template<typename Scalar = double>
struct Emrys::CollapseBounds< Scalar >

The bracket \( \max(B - H(\hat w), 0) \le \mathrm{KL}(p \parallel q) \le B \) on the divergence of a distribution from its collapse, which kullbackLeiblerCollapseBounds() returns.

The documentation for this struct was generated from the following file:

EmrysFilter/Distributions/Divergence.h

Public Attributes

Detailed Description