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 Conclusions<strong>Gaussianization</strong>, more <strong>for</strong>mallyGiven a random variable x ∈ R d , a <strong>Gaussianization</strong> trans<strong>for</strong>m is an invertibleand differentiable trans<strong>for</strong>m G(x) such thatG(x) ∼ N (0, I)What do we need?1 Can we ‘Gaussianize’ each dimension independently?2 If not, can we look <strong>for</strong> a (hopefully linear) trans<strong>for</strong>m to do it?
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