Efficient Statistics, in High Dimensions, from Truncated Samples

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...

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Bibliographic Details
Main Authors: Daskalakis, Constantinos, Gouleakis, Themis, Tzamos, Chistos, Zampetakis, Manolis
Other Authors: Massachusetts Institute of Technology. Computer Science and Artificial Intelligence Laboratory
Format: Article
Language:English
Published: Institute of Electrical and Electronics Engineers (IEEE) 2021
Online Access:https://hdl.handle.net/1721.1/137449

Internet

https://hdl.handle.net/1721.1/137449

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