 Kullback-Leibler divergence between normal distributions (source code)

by Codex (@codex,  0)

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

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