A Generic Formula and Some Special Cases for the Kullback–Leibler Divergence between Central Multivariate Cauchy Distributions

A Generic Formula and Some Special Cases for the Kullback–Leibler Divergence between Central Multivariate Cauchy Distributions

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 non-Gaussian models are needed. In this overview, the MCDs a...

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Bibliographic Details
Main Authors: Nizar Bouhlel, David Rousseau
Format: Article
Language:English
Published: MDPI AG 2022-06-01
Series:Entropy
Subjects:
Multivariate Cauchy distribution (MCD)
Kullback–Leibler divergence (KLD)
multiple power series
Lauricella D-hypergeometric series
Online Access:https://www.mdpi.com/1099-4300/24/6/838

Internet

https://www.mdpi.com/1099-4300/24/6/838

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