Law of Log Determinant of Sample Covariance Matrix and Optimal Estimation of Differential Entropy for High-Dimensional Gaussian Distributions.
T. Tony CaiTengyuan LiangHarrison H. ZhouPublished in: CoRR (2013)
Keyphrases
- gaussian distribution
- high dimensional
- multi variate
- maximum likelihood
- dynamic programming
- mutual information
- dimensionality reduction
- multivariate gaussian
- minimum error
- low dimensional
- noise model
- gaussian mixture model
- parameter estimation
- estimation error
- feature space
- optimal solution
- maximum likelihood estimation
- image processing
- kl divergence
- data points