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...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
MDPI AG
2022-06-01
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| Series: | Entropy |
| Subjects: | |
| Online Access: | https://www.mdpi.com/1099-4300/24/6/838 |