Duo Bregman pseudo-divergence yields closed-form KL divergence between truncated Gaussians
FrnkNlsn · x · 2026-10-11
A new paper introduces the Duo Bregman pseudo-divergence, which computes the Kullback-Leibler divergence between truncated densities of an exponential family — e.g., the KLD between two truncated Gaussians in closed form. arXiv abstract and journal PDF are linked.
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