[R] A dead problem on deriving the derivative equation.
Feng Zhang
f0z6305 at labs.tamu.edu
Fri Mar 28 04:48:51 CET 2003
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
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