Worst-Case Optimal $\sqrt{\epsilon}$-Rate Stability of KL Divergence under Perturbations of Gaussian Distributions.

arXiv:2604.11026v4 Announce Type: replace-cross Abstract: We establish a stability bound for the Kullback-Leibler (KL) divergence when its Gaussian reference distribution is perturbed. Existing relaxed triangle inequalities of KL divergence between Gaussian di