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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.

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