Variance-Mean Mixtures As Asymptotic Approximations.
Victor KorolevVladimir BeningAndrey GorsheninMaria GrigoryevaAlexander I. ZeifmanPublished in: ECMS (2014)
Keyphrases
- variance reduction
- closed form expressions
- mixtures of gaussians
- closed form
- gaussian mixture
- mixture model
- covariance matrix
- blind source separation
- asymptotically optimal
- approximation methods
- expected values
- machine learning
- low variance
- computationally tractable
- central limit theorem
- free energy
- heavy tailed distributions
- normal distribution
- standard deviation
- correlation coefficient
- probability density function
- steady state
- expectation maximization
- principal component analysis
- worst case
- trade off
- learning algorithm