Question: Q2.13 Given two multivariate Gaussian distributions: Nx j 1, 1 and Nx j 2, 2, where 1 and 2 are the mean vectors, and 1

Q2.13 Given two multivariate Gaussian distributions: N¹x j 1, 1º and N¹x j 2, 2º, where 1 and 2 are the mean vectors, and 1 and 2 are the covariance matrices, derive the formula to compute the KL divergence between these two Gaussian distributions.

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