On minimization of multivariate entropy functionals.
Imre CsiszárFrantisek MatúsPublished in: ITW (2009)
Keyphrases
- information theory
- higher order
- information theoretic
- special case
- mutual information
- objective function
- information entropy
- multivariate time series
- conditional entropy
- multivariate normal
- information retrieval
- statistical process control
- point processes
- multivariate data
- minimum error
- geometric interpretation
- empirical bayes
- statistical tests
- convex minimization
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