A Fast and Accurate Approximation to the Distributions of Quadratic Forms of Gaussian Variables.
Hong ZhangJudong ShenZheyang WuPublished in: J. Comput. Graph. Stat. (2022)
Keyphrases
- taylor series expansion
- linear computational complexity
- random variables
- gaussian convolution
- gaussian distribution
- probability distribution
- heavy tailed
- normal distribution
- marginal distributions
- approximation algorithms
- gaussian model
- class conditional
- statistically independent
- linear functions
- high accuracy
- error bounds
- computationally efficient
- objective function
- maximum likelihood
- independent and identically distributed
- mixture distributions
- series expansion
- lower bound
- np hard
- multivariate gaussian
- probability mass
- polynomial approximation
- expectation propagation
- covariance matrices
- gaussian mixture model