KL-divergence Gaussian Mixtures of different Size

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Marco Saviano
Marco Saviano on 9 Jun 2015
Edited: Marco Saviano on 10 Jun 2015
I have to calculate (but I'm not sure if it is possible) the KL-Divergence between two Guassian Mixtures of different size (for example the first GM is composed by 3 gaussians, the second-one by 3 gaussians). Is it possible? If yes, could you give me some code in matlab? Thanks everybody

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