ArticleEntropy (Basel, Switzerland)2024
Exact Expressions for Kullback-Leibler Divergence for Multivariate and Matrix-Variate Distributions.
Article in Entropy (Basel, Switzerland), 2024. The graph could read no effect estimate from its abstract, so it casts no vote on the map. Cited by 1 paper.
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1 citing paper in PubMed.
- Exact Expressions for Kullback-Leibler Divergence for Univariate Distributions.Entropy (Basel, Switzerland) · 2024Article
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2 authors.
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Abstract
The Kullback-Leibler divergence is a measure of the divergence between two probability distributions, often used in statistics and information theory. However, exact expressions for it are not known for multivariate or matrix-variate distributions apart from a few cases. In this paper, exact expressions for the Kullback-Leibler divergence are derived for over twenty multivariate and matrix-variate distributions. The expressions involve various special functions.
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