On the Slow Convergence of EM and VBEM in Low-Noise Linear Models

Authors:
Kaare Brandt Petersen;Ole Winther;Lars Kai Hansen
Affiliations:
Informatics and Mathematical Modeling, Technical University of Denmark, Building 321, DK = 2300 Kongens Lyngby, Denmark;Informatics and Mathematical Modeling, Technical University of Denmark, Building 321, DK = 2300 Kongens Lyngby, Denmark;Informatics and Mathematical Modeling, Technical University of Denmark, Building 321, DK = 2300 Kongens Lyngby, Denmark
Venue:
Neural Computation
Year:
2005

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Abstract

We develop the general, multivariate case of the Edgeworth approximation of differential entropy and show that it can be more accurate than the nearest-neighbor method in the multivariate case and that it scales better with sample size. Furthermore, ...