@article{independentgaussiandistributionsminimize,
  title = {Independent Gaussian Distributions Minimize the Kullback-Leibler (KL) Divergence from Independent Gaussian Distributions},
  author = {Song Fang and Quanyan Zhu},
  year = {2020},
  eprint = {2011.02560},
  archivePrefix = {arXiv},
  url = {https://arxiv.org/abs/2011.02560v2},
}