%0 Journal Article %1 chyzak2019closedform %A Chyzak, Frédéric %A Nielsen, Frank %D 2019 %K divergences entropy information theory %T A closed-form formula for the Kullback-Leibler divergence between Cauchy distributions %U http://arxiv.org/abs/1905.10965 %X We report a closed-form expression for the Kullback-Leibler divergence between Cauchy distributions which involves the calculation of a novel definite integral. The formula shows that the Kullback-Leibler divergence between Cauchy densities is always finite and symmetric.

@article{chyzak2019closedform, abstract = {We report a closed-form expression for the Kullback-Leibler divergence between Cauchy distributions which involves the calculation of a novel definite integral. The formula shows that the Kullback-Leibler divergence between Cauchy densities is always finite and symmetric.}, added-at = {2019-12-11T14:19:04.000+0100}, author = {Chyzak, Frédéric and Nielsen, Frank}, biburl = {https://www.bibsonomy.org/bibtex/26ff763b30a8b499af5d25796639a86c8/kirk86}, description = {[1905.10965] A closed-form formula for the Kullback-Leibler divergence between Cauchy distributions}, interhash = {c9064890565902fe9ab4801141f09488}, intrahash = {6ff763b30a8b499af5d25796639a86c8}, keywords = {divergences entropy information theory}, note = {cite arxiv:1905.10965Comment: 8 pages}, timestamp = {2019-12-11T14:19:04.000+0100}, title = {A closed-form formula for the Kullback-Leibler divergence between Cauchy distributions}, url = {http://arxiv.org/abs/1905.10965}, year = 2019 }