Independent Gaussian Distributions Minimize the Kullback-Leibler (KL) Divergence from Independent Gaussian Distributions
arXiv:2011.02560v27 citations
AI Analysis
This is an incremental theoretical result for researchers needing a reference on KL divergence properties in probability and information theory.
The paper tackles the problem of minimizing Kullback-Leibler divergence by proving that independent Gaussian distributions achieve this minimization from given independent Gaussian distributions, with no concrete numbers provided.
This short note is on a property of the Kullback-Leibler (KL) divergence which indicates that independent Gaussian distributions minimize the KL divergence from given independent Gaussian distributions. The primary purpose of this note is for the referencing of papers that need to make use of this property entirely or partially.