Definition. Jeffreys divergence [ftip-008M]
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    For probability laws \(p\) and \(q\) for which both terms are finite, their Jeffreys divergence is

    \[ J(p,q) =D_{\mathrm {KL}}(p\Vert q) +D_{\mathrm {KL}}(q\Vert p). \]

    The KL divergence and its argument order are defined in Definition [ftip-006X]. Unlike either directed term, \(J(p,q)=J(q,p)\). In the finite tilt of Definition [ftip-008K], \(p\) and \(q_r\) have the same support, so both terms are finite.

    See [paes2026theoretical, Theorem 1, equation (3.2)].