高斯分布的kl散度公式

高斯分布之间的KL散度公式可以表示为：
KL(P||Q) = 1/2 * (tr(Σ2/Q) + (u-Q)^T * Q^(-1) * (u-Q) - k + ln(det(Q)/det(Σ)))
其中，P和Q分别表示两个高斯分布，u是均值向量，Σ和Q分别是协方差矩阵，k是维度。\[2\]
#### 引用[.reference_title]
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- *2* [两个高斯分布之间的KL散度](https://blog.csdn.net/qq_33552519/article/details/130561606)[target="_blank" data-report-click={"spm":"1018.2226.3001.9630","extra":{"utm_source":"vip_chatgpt_common_search_pc_result","utm_medium":"distribute.pc_search_result.none-task-cask-2~all~insert_cask~default-1-null.142^v91^control_2,239^v3^insert_chatgpt"}} ] [.reference_item]
- *3* [多变量高斯分布之间的KL散度（KL Divergence）](https://blog.csdn.net/wangpeng138375/article/details/78060753)[target="_blank" data-report-click={"spm":"1018.2226.3001.9630","extra":{"utm_source":"vip_chatgpt_common_search_pc_result","utm_medium":"distribute.pc_search_result.none-task-cask-2~all~insert_cask~default-1-null.142^v91^control_2,239^v3^insert_chatgpt"}} ] [.reference_item]
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