Arbitrarily Tight Bounds on Differential Entropy of Gaussian Mixtures.
Kamyar MoshksarAmir K. KhandaniPublished in: IEEE Trans. Inf. Theory (2016)
Keyphrases
- tight bounds
- gaussian mixture
- upper bound
- closed form
- covariance matrix
- gaussian mixture model
- em algorithm
- density estimation
- probability density function
- mutual information
- expectation maximization
- information theory
- information theoretic
- mixture model
- covariance matrices
- kl divergence
- lower bound
- maximum likelihood
- bayesian networks
- distance function
- worst case
- kullback leibler divergence