Kullback-Leibler approximation of spectral density functions.
Tryphon T. GeorgiouAnders LindquistPublished in: IEEE Trans. Inf. Theory (2003)
Keyphrases
- kullback leibler
- density function
- probability density function
- kullback leibler divergence
- kl divergence
- probability density
- density estimation
- cross entropy
- distance measure
- mean shift
- maximum likelihood estimation
- gaussian mixture
- mahalanobis distance
- gaussian mixture model
- exponential family
- closed form
- statistical analysis
- posterior probability
- probability distribution
- information theoretic
- euclidean distance
- mixture model
- data mining techniques
- higher order