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Results tagged with estimation-theory
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user 51716
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Equivalence of Graphical model selection algorithms
Suppose, a jointly Gaussian random vector is denoted by $X \in \mathbb{R}^{p}$ and $X$ has a distribution given by $\mathcal{N}(\mu,\Sigma)$. It is known that estimating the graphical model that defin …
- 275
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KL divergence Inequality
I am trying to find a proof for the following inequality, but I did not get anywhere following the references from the paper I was reading.
Consider two probability measures $P$ and $Q$ both absolut …
- 275