KL divergence between Cauchy distributions is finite and symmetric, with closed form

FrnkNlsn · x · 2026-10-02

Frank Nielsen highlights his arXiv paper (1905.10965) deriving a closed-form formula for the KL divergence between Cauchy distributions, showing it is always finite and symmetric — rare among parametric families — plus a surprising closed form for the Jensen-Shannon divergence via a novel definite integral.

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