Definition (Probability density function)
A RV is called continuous if there exists nonnegative such that such an is called the Probability Density Function (pdf or df) of .
Monte Carlo Method
Stein variational gradient descent
Divergence Bound on KT
Bucklew and Wise
High-Resolution Conditions
Lloyd-Max Algorithm
Optimal Compressor
High-Resolution Optimal Vector Quantizer
Optimal Bit Allocation
Differential Divergence
Differential Entropy
Discrete-Time Memoryless Gaussian Channel (AWGN Channel)
Gaussian Noise Minimizes Capacity of Additive-Noise Channel
Asymptotic Equipartition Property
Expectation of a Function of a Random Variable
Expectation
Conditional probability function
Joint probability function
Marginal probability function
Probability Density Function
Exponential Random Variable
Gamma Random Variable
Gaussian Random Variable
Standard Normal Random Variable
Uniform Random Variable
Log-Sum-Exp Trick
Continuous-time Gaussian process motion planning via probabilistic inference