Large-Sample Asymptotic Approximations for the Sampling and Posterior Distributions of Differential Entropy for Multivariate Normal Distributions.
Guillaume MarrelecHabib BenaliPublished in: Entropy (2011)
Keyphrases
- normal distribution
- posterior distribution
- probability distribution
- metropolis hastings
- markov chain monte carlo
- sample size
- hyperparameters
- random variables
- latent variables
- covariance matrix
- gaussian distribution
- probability density function
- random sampling
- parameter estimation
- sampling algorithm
- closed form
- standard deviation
- bayesian framework
- maximum a posteriori
- posterior probability
- model selection
- computer vision
- gaussian process
- maximum likelihood
- worst case
- image processing
- expectation maximization
- machine learning
- conditional probabilities
- generative model
- lead time
- bayesian inference
- supervised learning
- least squares
- pairwise
- objective function
- bayesian networks
- image reconstruction