kumulant

Companion

Bernoulli KL utilities used by KlUcb.

Functions

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KL divergence between two Bernoulli distributions with means p and q.

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fun klBernoulliUpper(p: Double, bound: Double, tol: Double): Double

sup { q in [p, 1] : KL(p, q) <= bound } via bisection.

klBernoulliUpper

sup { q in [p, 1] : KL(p, q) <= bound } via bisection.

klBernoulli

KL divergence between two Bernoulli distributions with means p and q.