Sciweavers

COLT
2007
Springer
14 years 5 months ago
On-Line Estimation with the Multivariate Gaussian Distribution
We consider on-line density estimation with the multivariate Gaussian distribution. In each of a sequence of trials, the learner must posit a mean µ and covariance Σ; the learner...
Sanjoy Dasgupta, Daniel Hsu