Exact Rényi and Kullback-Leibler Divergences Between Multivariate $t$-Distributions.

Nizar Bouhlel David Rousseau

Published in: IEEE Signal Process. Lett. (2023)

Keyphrases

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