COLT
2007
Springer
14 years 5 months ago
2007
Springer
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...
ICC
2007
IEEE
14 years 6 months ago
2007
IEEE
—This paper provides a power-margin-based measure of the quality of computer-generated random variates having a distribution that derives from the multivariate Gaussian distribut...