.. math::

        \sum_{i = 1}^n \mathrm{entr}(p_i).

    To compute the latter quantity, use `scipy.stats.entropy`.

    References
    ----------
    .. [1] Boyd, Stephen and Lieven Vandenberghe. *Convex optimization*.
           Cambridge University Press, 2004.
           :doi:`https://doi.org/10.1017/CBO9780511804441`

    