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...
| المؤلفون الرئيسيون: | , , , |
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| مؤلفون آخرون: | |
| التنسيق: | مقال |
| اللغة: | English |
| منشور في: |
Institute of Electrical and Electronics Engineers (IEEE)
2021
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| الوصول للمادة أونلاين: | https://hdl.handle.net/1721.1/137449 |