A Note on the Kullback-Leibler Divergence for the von Mises-Fisher distribution

We present a derivation of the Kullback Leibler (KL)-Divergence (also known as Relative Entropy) for the von Mises Fisher (VMF) Distribution in \(d\)-dimensions.

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Bibliographic Details
Published in:arXiv.org 2015-02
Main Author: Diethe, Tom
Format: Article
Language:English
Subjects:
Entropy
Online Access:Get full text
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Description
Summary:We present a derivation of the Kullback Leibler (KL)-Divergence (also known as Relative Entropy) for the von Mises Fisher (VMF) Distribution in \(d\)-dimensions.
ISSN:2331-8422