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.
翻译:本简短说明涉及Kullback-Leiber(KL)差异的特性,表明独立高斯分配会最大限度地减少与特定独立高斯分配的KL差异,本说明的主要目的是参考需要全部或部分使用该财产的文件。