Gabriel Peyré on X: "Maximum Likelihood Estimation is a density fitting problem with a discretized KL divergence. Sometimes it is not defined, and one needs to use a Maximum Distance Estimator using
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Gabriel Peyré on X: "Pinsker's inequality is a fundamental inequality of information theory. Bounds the total variation norm by the relative entropy (aka KL divergence). https://t.co/x6mBOiAUpA https://t.co/pm5AObHLyU" / X
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