A Mata Geweke–Hajivassiliou–Keane Multivariate Normal Simulator

Screening for a Multivariate Mixture Normal Distribution

screening for a multivariate mixture normal distribution

Characterizations of Multivariate Normal-Poisson Model

‎Multivariate normal-Poisson model has been recently introduced as a special case of normal stable Tweedie models‎. ‎The model is composed of a univariate Poisson variable‎, ‎and the remaining variables given the Poisson one are independent Gaussian variables with variance the value of the Poisson component‎. ‎Two characterizations of this model are shown‎, ‎...

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Clustering Multivariate Normal Distributions

In this paper, we consider the task of clustering multivariate normal distributions with respect to the relative entropy into a prescribed number, k, of clusters using a generalization of Lloyd’s k-means algorithm [1]. We revisit this information-theoretic clustering problem under the auspices of mixed-type Bregman divergences, and show that the approach of Davis and Dhillon [2] (NIPS*06) can a...