Suppose you have two multivariate Gaussian distributions \( S\) and \(T\), parameterized as \( N(\mu_S, \Sigma_S)\) and \( N(\mu_T, \Sigma_T)\).
Mapping between two Gaussians using optimal transport and the KL-divergence
Mapping between two Gaussians using optimal…
Mapping between two Gaussians using optimal transport and the KL-divergence
Suppose you have two multivariate Gaussian distributions \( S\) and \(T\), parameterized as \( N(\mu_S, \Sigma_S)\) and \( N(\mu_T, \Sigma_T)\).