Hey, R-listers I was totally confused by a seemling simple first derivative function. Given the Kullback-Leibler divergence function between a true pdf function P(x,theta) and an approximation pdf function Q(theta)=q1(theta1)*q2(theta2)*...*qn(thetan), where theta=[theta1,theta2, ..., thetan]'. KL(Q||P) = \integration Q(theta)*log(P(x,theta)/Q(theta)) dtheta
So how to derive the first derivative of KL with respect to theta1? Thanks for your helpful advices. Fred ______________________________________________ [EMAIL PROTECTED] mailing list https://www.stat.math.ethz.ch/mailman/listinfo/r-help
