On the Fisher Information Matrix for Multivariate Elliptically Contoured Distributions.
Olivier BessonYuri I. AbramovichPublished in: IEEE Signal Process. Lett. (2013)
Keyphrases
- fisher information
- exponential family
- kullback leibler divergence
- kl divergence
- positive definite
- probability density function
- information geometry
- probability distribution
- euclidean space
- free energy
- information theoretic
- maximum likelihood
- graphical models
- estimation error
- probability density
- multidimensional scaling
- gaussian distribution
- log likelihood
- noise level
- density estimation
- mixture model
- mutual information
- information theory
- closed form
- missing data
- kernel function
- generalized gaussian
- distance measure