# List of analytic solutions to KL divergences of known distributions

Does anyone know a list of analytics solutions to KL divergences of commonly used distributions.

For example, 2 Normally Distributed Random Variables have a nicely formulated analytic solution.

Approximations should be fine too, I just need this for some optimization play where i don't have the computational resource to solve it through MC methods

• If your distributions are both in the exponential family of distributions, then there is a general expression that can be derived - see this paper: web.archive.org/web/20190331194854/https://… – Don Walpola Jul 4 at 22:05
• @Don This was wonderful! thank you! – mshlis Jul 5 at 11:45