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Published in 2022 at "Entropy"
DOI: 10.3390/e24111698
Abstract: We consider the problem of finding the closest multivariate Gaussian distribution on a constraint surface of all Gaussian distributions to a given distribution. Previous research regarding geodesics on the multivariate Gaussian manifold has focused on…
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Keywords:
transversality conditions;
gaussian distributions;
geodesics statistical;
conditions geodesics ... See more keywords