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Nov 23, 2022 at 6:12 vote accept rostader
Nov 20, 2022 at 2:26 answer added Iosif Pinelis timeline score: 2
Nov 18, 2022 at 14:37 comment added rostader Yes expected KL over $\mu_2$
Nov 18, 2022 at 13:45 comment added Steve Do I understand correctly that $\mu_2$ is random, and you have one fixed distribution, $\mathcal{N}(\mu_1, \mathbb{I}_d)$ and one random distribution, $\mathcal{N}(\mu_2(\omega), \mathbb{I}_d)$. The KL divergence takes as input two fixed distributions. Are you interested in the expected KL divergence (expectation taken over the distribution of $\mu_2$), or something else?
Nov 18, 2022 at 12:50 history asked rostader CC BY-SA 4.0