assignment - Assignment (CSE6328 W12) Due: in class on Feb....

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Unformatted text preview: Assignment (CSE6328 W12) Due: in class on Feb. 9, 2012 You have to work individually. Hand in a hardcopy of your answers before the dead- line. No late submission will be accepted. No handwritting is accepted. Direct your queries to Hui Jiang (hj@cse.yorku.ca). 1. Assume we have a random vector x = x 1 x 2 which follows a bivariate Gaus- sian distribution: N ( x | , ), where = 1 2 is the mean vector and = 2 1 1 2 1 2 2 2 is the covariance matrix. Derive the formula to compute mu- tual information between x 1 and x 2 , i.e., I ( x 1 ,x 2 ). Hints: Refer to the related sections in the reading assignment [W2]. Note there is a mistake in [W2]: equation (99) should be ( n + 1) = n ( n ) . 2. Assume we have two Gaussian distributions: N ( x | 1 , 2 1 ) and N ( x | 2 , 2 2 ), where 1 and 2 are their means, and 2 1 and 2 2 are their variances. Derive the formula to computer the K-L divergence between these two Gaussian distribution.to computer the K-L divergence between these two Gaussian distribution....
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assignment - Assignment (CSE6328 W12) Due: in class on Feb....

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