Am looking for upper bounds for relative-entropy or cross-entropy for non-gaussian case . All I am aware of is bounds for entropy based on determinant of covariance matrix.
What about for relative entropy?
2026-02-23 01:03:35.1771808615
upper bound on cross entropy or relative entropy
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There is no upper (unrestricted) bound of relative entropy. See eg here.
There are some upper bounds in terms of some features of the distributions. See eg here , here or here.