Cumulants of multiinformation density in the case of a multivariate normal distribution
Résumé
We consider a generalization of information density to a partitioning into N ≥ 2 subvectors. We calculate its cumulant-generating function and its cumulants, showing that these quantities are only a function of all the regression coefficients associated with the partitioning
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Marrelec et Giron - 2020 - Cumulants of multiinformation density in the case .pdf (280.61 Ko)
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