Cumulants of multiinformation density in the case of a multivariate normal distribution
Fuente:
arXiv
Salvato in:
| Autori principali: | , |
|---|---|
| Natura: | Preprint |
| Pubblicazione: |
2019
|
| Soggetti: | |
| Accesso online: | |
| Tags: |
Aggiungi Tag
Nessun Tag, puoi essere il primo ad aggiungerne!!
|
| _version_ | 1866916385042464768 |
|---|---|
| author | Marrelec, Guillaume Giron, Alain |
| author_facet | Marrelec, Guillaume Giron, Alain |
| contents | We consider a generalization of information density to a partitioning into $N \geq 2$ subvectors. We calculate its cumulant-generating function and its cumulants, showing that these quantities are only a function of all the regression coefficients associated with the partitioning. |
| format | Preprint |
| id |
arxiv_https___arxiv_org_abs_1908_06934 |
| institution | arXiv |
| publishDate | 2019 |
| record_format | arxiv |
| spellingShingle | Cumulants of multiinformation density in the case of a multivariate normal distribution Marrelec, Guillaume Giron, Alain Statistics Theory Information Theory Other Statistics We consider a generalization of information density to a partitioning into $N \geq 2$ subvectors. We calculate its cumulant-generating function and its cumulants, showing that these quantities are only a function of all the regression coefficients associated with the partitioning. |
| title | Cumulants of multiinformation density in the case of a multivariate normal distribution |
| topic | Statistics Theory Information Theory Other Statistics |
| url | https://arxiv.org/abs/1908.06934 |