The Ordering of Shannon Entropies for the Multivariate Distributions and Distributions of Eigenvalues.
Ming-Tien TsaiFeng-Ju HsuChia-Hsuan TsaiPublished in: Entropy (2019)
Keyphrases
- finite mixtures
- dependence structure
- probability distribution
- real time
- multivariate normal
- log normal
- statistical distributions
- random variables
- website
- probability distribution function
- heavy tailed distributions
- multiscale
- objective function
- case study
- principal components
- marginal distributions
- kullback leibler divergence
- heavy tailed
- social networks
- machine learning
- real world
- data sets
- database