On entropy approximation for Gaussian mixture random vectors.
Marco F. HuberTim BaileyHugh F. Durrant-WhyteUwe D. HanebeckPublished in: MFI (2008)
Keyphrases
- gaussian mixture
- random vectors
- closed form
- random variables
- mixtures of gaussians
- gaussian mixture model
- em algorithm
- expectation maximization
- covariance matrix
- probability density function
- marginal distributions
- density estimation
- probability distribution
- mixture model
- graphical models
- kl divergence
- probabilistic model
- information retrieval
- gaussian densities
- feature vectors