All Questions

Do we have an exact formula to compute the KL divergence between 2 mixtures of Gaussians (i.e convex combinations of a finite number of Gaussian distributions)? If not exactly known, are there good ...

This is part of a question I had asked elsewhere, and then some of the links redirected me to CS stack exchange. Given $0\leq a_1\leq\dots\leq a_D\leq1$ (all strictly positive), I want to draw points ...

Let $a_n$ be a given sequence of positive numbers, and $X_n$ a sequence of independent random variables with each $X_n$ uniformly distributed on $[0, a_n]$. Question: Let $N \geq 2$ be an arbitrary ...

I know a number of (standard and well known) ways to measure the distance between two probability distributions and, more in general, to quantify how much one is far from another. Could you please ...