In the past two years, diffusion models have revolutionized and taken over the field of generative models. In particular, the paper by Ho et al. [1] accelerated this trend. However, in my opinion, one of the most seminal works in this field dates back to 2010 with the technical report…

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The Kullback Leibler Divergence has a closed form solution for two Gaussians. Here I will shortly derive this solution. If you need an intuitive refresher of the KL divergence you can have a look at a previous post of mine. Assume two Gaussian distributions – $q(x) \sim \mathcal{N}(\mu_q, \sigma_q)$ and…

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