A Generic Formula and Some Special Cases for the Kullback–Leibler Divergence between Central Multivariate Cauchy Distributions
Nizar Bouhlel, David Rousseau • Entropy
(2022)
This paper introduces a closed-form expression for the Kullback–Leibler divergence (KLD) between two central multivariate Cauchy distributions (MCDs) which have been recently used in different signal and image processing applications where ...
DOAJ
Open Access (DOAJ)
DOI:
10.3390/e24060838