A graphical model or probabilistic graphical model (PGM) or structured probabilistic model is a probabilistic model for which a graph expresses the conditional dependence structure between random variables. They are commonly used in probability theory, statistics—particularly Bayesian statistics—and machine learning. (Wikipedia)
Kullback-Leibler (KL) divergence is one of the most important measures to calculate the difference between probability distributions. In this paper, we theoretically study several properties of KL divergence between multivariate Gaussian distributions.
Since their inception, V ariational Autoencoders (V AEs) have become central in machine learning. Despite their widespread use, numerous questions regarding their theoretical properties remain open.