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Kullback-Leibler divergence

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For univariate normal distributions,
$$
D_{\mathrm{KL}}\bigl(N(m_1,v_1)\Vert N(m_0,v_0)\bigr)
=\frac12\left[\log\frac{v_0}{v_1}+\frac{v_1+(m_1-m_0)^2}{v_0}-1\right].
$$


Kullback-Leibler divergence between normal distributions

Past exam of the mathematics course of the University of Cambridge / 2026 / iii / Paper 219 / 4 / a / i / Solution

Kullback-Leibler divergence between normal distributions

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Kullback-Leibler divergence between normal distributions

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