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Hierarchical Low-rank Structure of Parameterized Distributions

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arxiv 1911.13277 v1 pith:4LWRX3LE submitted 2019-11-29 math.NA cs.NAmath.STstat.TH

Hierarchical Low-rank Structure of Parameterized Distributions

classification math.NA cs.NAmath.STstat.TH
keywords distributionsfamilieshierarchicallow-rankstructurebinomialboundconfirm
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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 $\chi^2$ distributions. The proof is based on a uniform relative bound of a related divergence function. Numerical results are provided to confirm the theoretical findings.

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