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Inference and Modeling with Log-concave Distributions
Log-concave Distributions Inference and Modeling
2015/8/20
Log-concave distributions are an attractive choice for modeling
and inference, for several reasons: The class of log-concave distributions contains most of the commonly used parametric distributions ...
Clustering with mixtures of log-concave distributions
EM algorithm Log-concave distribution Clustering Normal copula
2015/8/20
The EM algorithm is a popular tool for clustering observations via a parametric mixture model. Two disadvantages of this
approach are that its success depends on the appropriateness of the assumed pa...
Concentration of the information in data with log-concave distributions
Concentration entropy log-concave distributions
2011/2/28
A concentration property of the functional −log f(X) is demonstrated,when a random vector X has a log-concave density f on Rn.This concentration property implies in particular an extension of th...