A closed-form formula for the Kullback-Leibler divergence between Cauchy distributions.

Frédéric Chyzak Frank Nielsen

Published in: CoRR (2019)

Keyphrases

kullback leibler divergence
closed form
mutual information
kl divergence
generalized gaussian density
information theoretic
probability density function
information theory
distance measure
exponential family
generalized gaussian
gaussian mixture
probability density
machine learning