Hierarchical Low-rank Structure of Parameterized Distributions

11/29/2019

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by   Jun Qin, et al.

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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 χ^2 distributions. The proof is based on a uniform relative bound of a related divergence function. Numerical results are provided to confirm the theoretical findings.