As everyone knows KL divergence's formula is $KL(p||q) = \sum_{i=1}^{n}p(i)\log (p(i)/q(i))$. In the image, formula(9) is really calculate KL(X||($(UZ^TA^T)$)) , however i have no idea why there is "deep blue rectangle" in the KL divergence formula ? Is the formula(9) is KL or something else ? Thanks a lot if you can make me sense!
they are probabilities and when summed by $\sum_{i,j}$, cancel each other.