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upper bound on cross entropy or relative entropy
Am looking for upper bounds for relative-entropy or cross-entropy for non-gaussian case . All I am aware of is bounds for entropy based on determinant of covariance matrix.
What about for relative ...
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Log det of covariance and entropy
I understand log of determinant of covariance matrix bounds entropy for gaussian distributed data. Is this the case for non gaussian data as well and if so, why?
What does Determinant of Covariance ...
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