Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions
type: Item
instance of: scholarly article
title: Large-sample asymptotic approximations for the sampling and posterior distributions of differential entropy for multivariate normal distributions
zbMATH Open document ID: 1229.94035
author: Guillaume Marrelec
author: Habib Benali
published in: Entropy
publication date: 2012-01-09T00:00:00Z
review text: Summary: We propose a large sample asymptotic approximation for the sampling and posterior distributions of differential entropy when the sample is composed of independent and identically distributed realization of a multivariate normal distribution.
Mathematics Subject Classification ID: 94A17
Mathematics Subject Classification ID: 62B10
zbMATH DE Number: 5995946
zbMATH Keywords: differential entropy
zbMATH Keywords: large sample
zbMATH Keywords: asymptotic approximation
zbMATH Keywords: multivariate normal distribution
zbMATH Keywords: sampling distribution
zbMATH Keywords: posterior distribution
zbMATH Keywords: mutual information
zbMATH Keywords: multiinformation
zbMATH Keywords: total correlation
zbMATH Keywords: multivariate constraint
MaRDI profile type: Publication
full work available at URL: https://doi.org/10.3390/e13040805
OpenAlex ID: W1969902665
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DOI: 10.3390/E13040805
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description: scientific article; zbMATH DE number 5995946