Wave function representation of probability distributions
Computation
2018-01-08 v2
Abstract
Orthogonal decomposition of the square root of a probability density function in the Hermite basis is a useful low-dimensional parameterization of continuous probability distributions over the reals. This representation is formally similar to the representation of quantum mechanical states as wave functions, whose squared modulus is a probability density.
Cite
@article{arxiv.1712.07764,
title = {Wave function representation of probability distributions},
author = {Madeleine B. Thompson},
journal= {arXiv preprint arXiv:1712.07764},
year = {2018}
}