Random Matrix-Improved Estimation of the Wasserstein Distance between two Centered Gaussian Distributions.
Malik TiomokoRomain CouilletPublished in: CoRR (2019)
Keyphrases
- gaussian distribution
- kl divergence
- multivariate gaussian
- noise model
- maximum likelihood estimation
- marginal distributions
- quadratic form
- distance matrix
- distance function
- covariance matrices
- maximum likelihood
- gaussian mixture model
- expectation maximization
- distance measure
- distance metric
- multi variate
- machine learning
- covariance matrix
- low rank
- information theoretic
- kullback leibler divergence
- computer vision
- mixture of gaussians
- euclidean distance