Efficient Statistics, in High Dimensions, from Truncated Samples

We provide an efficient algorithm for the classical problem, going back to Galton, Pearson,and Fisher, of estimating, with arbitrary accuracy the parameters of a multivariate normal distribution from truncated samples. Truncated samples from ad-variate normal N(μ,Σ) means a samples is only revealed...

وصف كامل

التفاصيل البيبلوغرافية
المؤلفون الرئيسيون: Daskalakis, Constantinos, Gouleakis, Themis, Tzamos, Chistos, Zampetakis, Manolis
مؤلفون آخرون: Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
التنسيق: مقال
اللغة:English
منشور في: Institute of Electrical and Electronics Engineers (IEEE) 2021
الوصول للمادة أونلاين:https://hdl.handle.net/1721.1/137449