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

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309
2019年05月27日
我们报道了一个闭合形式的表达式，用于计算柯西分布之间的Kullback-Leibler散度，其中涉及到一个新的定积分的计算。这个公式表明，柯西密度之间的Kullback-Leibler散度始终是有限的和对称的。
We report a closed-form expression for the Kullback-Leibler divergence between Cauchy distributions which involves the calculation of a novel definite integral. The formula shows that the Kullback-Leibler divergence between Cauchy densities is always finite and symmetric.
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