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Exact Rényi and Kullback-Leibler Divergences Between Multivariate $t$-Distributions.
Nizar Bouhlel
David Rousseau
Published in:
IEEE Signal Process. Lett. (2023)
Keyphrases
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kullback leibler
kl divergence
kullback leibler divergence
distance measure
cross entropy
information theoretic
exponential family
mahalanobis distance
similarity measure
probability distribution
mutual information
probability density function
posterior distribution