#StackBounty: #machine-learning #mathematical-statistics #optimization List of analytic solutions to KL divergences of known distributi…

Bounty: 50

Does anyone know a list of analytics solutions to KL divergences of commonly used distributions.

For example, 2 Normally Distributed Random Variables have a nicely formulated analytic solution.

Approximations should be fine too, I just need this for some optimization play where i don’t have the computational resource to solve it through MC methods

Get this bounty!!!

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