![Computational statistics / Estimation theory / Gaussian function / Gibbs sampling / Normal distribution / Expectation–maximization algorithm / Kullback–Leibler divergence / Multivariate kernel density estimation / Importance sampling / Statistics / Monte Carlo methods / Non-parametric statistics Computational statistics / Estimation theory / Gaussian function / Gibbs sampling / Normal distribution / Expectation–maximization algorithm / Kullback–Leibler divergence / Multivariate kernel density estimation / Importance sampling / Statistics / Monte Carlo methods / Non-parametric statistics](https://www.pdfsearch.io/img/9cced319dec876d329b617f389fd839c.jpg) Date: 2012-02-01 13:34:22Computational statistics Estimation theory Gaussian function Gibbs sampling Normal distribution Expectation–maximization algorithm Kullback–Leibler divergence Multivariate kernel density estimation Importance sampling Statistics Monte Carlo methods Non-parametric statistics | | T O APPEAR IN N EURAL I NFORMATION P ROCESSING S YSTEMS[removed]Efficient Multiscale Sampling from Products of Gaussian Mixtures Alexander T. Ihler, Erik B. Sudderth, William T. Freeman, and Alan S. Willsky Department of EAdd to Reading ListSource URL: ssg.mit.eduDownload Document from Source Website File Size: 260,51 KBShare Document on Facebook
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