Average entropy of Gaussian mixtures
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authors | Basheer Joudeh, Boris Škorić |
year | 2025 |
url | http://arxiv.org/abs/2404.07311 |
Abstract
We calculate the average differential entropy of a q-component Gaussian mixture in Rn. For simplicity, all components have covariance matrix σ21, while the means {Wi}q i=1 are i.i.d.