Hierarchical Low-rank Structure of Parameterized Distributions
Numerical Analysis
2019-12-02 v1 Numerical Analysis
Statistics Theory
Statistics Theory
Abstract
This note shows that the matrix forms of several one-parameter distribution families satisfy a hierarchical low-rank structure. Such families of distributions include binomial, Poisson, and distributions. The proof is based on a uniform relative bound of a related divergence function. Numerical results are provided to confirm the theoretical findings.
Keywords
Cite
@article{arxiv.1911.13277,
title = {Hierarchical Low-rank Structure of Parameterized Distributions},
author = {Jun Qin and Lexing Ying},
journal= {arXiv preprint arXiv:1911.13277},
year = {2019}
}