Information Geometry of the Gaussian Distribution in View of Stochastic Optimization.

Luigi Malagò Giovanni Pistone

Published in: FOGA (2015)

Keyphrases

stochastic optimization
gaussian distribution
information geometry
maximum likelihood
multistage
fisher information
noise model
gaussian mixture model
information theory
expectation maximization
covariance matrices
kl divergence
robust optimization
information theoretic
learning algorithm