Multivariate reciprocal inverse Gaussian distributions from the Sabot-Tarrès-Zeng integral.
Gérard LetacJacek WesolowskiPublished in: J. Multivar. Anal. (2020)
Keyphrases
- gaussian distribution
- multivariate gaussian
- maximum likelihood
- noise model
- gaussian mixture model
- covariance matrices
- maximum likelihood estimation
- kl divergence
- intensity distribution
- gaussian model
- feature selection
- multi variate
- mixture of gaussians
- marginal distributions
- covariance matrix
- expectation maximization
- posterior distribution
- statistical tests
- parameter estimation
- multivariate time series
- dimensionality reduction
- training data
- machine learning