Implement the KL-Divergence function for two CoupledNormal distributions . Unfortunately, the TFP's StudentT code does not contain the KL-Divergence function for two StudentT distributions, so we may need to create that one first, per the following issue.
Implement the KL-Divergence function for two CoupledNormal distributions . Unfortunately, the TFP's StudentT code does not contain the KL-Divergence function for two StudentT distributions, so we may need to create that one first, per the following issue.
See our latest nsc code here.