Given two empirical measures $\mu$ and $\nu$, restricted to the $(n-1)$-dimensional unit sphere $\mathcal{S}^{n-1}$, is there a closed form expression for the (discrete / sample) KL divergence between them, $D(\mu \mathrel{\Vert} \nu)$?
2026-02-23 06:18:22.1771827502
KL Divergence on the Sphere
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