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Minimizing the Kullback–Leibler divergence from a fixed normal distribution with mean 4 and standard deviation 2 to a parametrized normal distribution.

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posted on 09.04.2020, 17:26 by Simone Carlo Surace, Jean-Pascal Pfister, Wulfram Gerstner, Johanni Brea

Equipotential curves in black; flow fields generated by gradient descent in blue with (A) Euclidean metric in mean μ and standard deviation σ, displayed in μσ–plane (left) and μσ2–plane (right); (B) Euclidean metric in mean μ and variance s = σ2, displayed in μσ–plane (left) and μσ2–plane (right); and (C) Euclidean metric in mean μ and precision τ = 1/σ2, displayed in μσ–plane (left) and μσ2–plane (right).

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