Entropy expressions and their estimators for multivariate distributions.
Nabil Ali AhmedD. V. GokhalePublished in: IEEE Trans. Inf. Theory (1989)
Keyphrases
- finite mixtures
- multivariate normal
- kullback leibler divergence
- cumulative residual entropy
- gamma distributions
- information theoretic
- dependence structure
- probability distribution function
- probability distribution
- mutual information
- multivariate gaussian
- regression model
- information theory
- statistical tests
- facial expressions
- normal distribution
- exponential distributions
- multivariate data
- neural network
- markov chain
- minimum message length
- heavy tailed
- kl divergence
- multivariate time series
- covariance matrices
- covariance matrix
- random variables