Multivariate Gaussianization for Data Processing
Multivariate Gaussianization for Data Processing
Multivariate Gaussianization for Data Processing
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Intro Iterative <strong>Gaussianization</strong> Experiments ConclusionsPropertiesQ: Does the method converge? At what rate?How to measure our distance to a unit multivariate Gaussian?A: In<strong>for</strong>mation theory basicsNegentropy: distance to a zero mean unit multivariate GaussianMulti-in<strong>for</strong>mation: Compute the in<strong>for</strong>mation reduction after each step
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