The Monte Carlo estimator `1/2 * (log(p(x)/q(x)))^2` for KL divergence has lower variance but is ..., Sonic AI
“The Monte Carlo estimator `1/2 * (log(p(x)/q(x)))^2` for KL divergence has lower variance but is biased compared to the standard estimator `log(q(x)/p(x))`, which is unbiased but has high variance.”