On the Properties of Kullback-Leibler Divergence Between Multivariate Gaussian Distributions.
Yufeng ZhangJialu PanLi Ken LiWanwei LiuZhenbang ChenXinwang LiuJi WangPublished in: NeurIPS (2023)
Keyphrases
- kullback leibler divergence
- kl divergence
- gaussian distribution
- marginal distributions
- mutual information
- information theoretic
- probability density function
- multivariate gaussian
- information theory
- maximum likelihood
- gaussian mixture model
- posterior distribution
- covariance matrices
- distance measure
- probability distribution
- semi supervised