The multivariate normal distribution is one of the most important probability distributions for multivariate data. In this post we will look at the entropy of this distribution and how to estimate the entropy given an iid sample.

For a multivariate normal distribution in \(k\) dimensions in standard form with mean …

CVPR 2015, "Computer Vision and Pattern Recognition" is the main conference of the computer vision community and just finished. I unfortunately was only able to stay for the three main conference days, but here is my short subjective summary.

For an overview of individual research papers, see this excellent summary …

This article describes the basic problem of image demosaicing and a recent work of mine providing a research dataset for demosaicing research.

Image demosaicing is a procedure used in almost all digital cameras. From your smartphone camera to the top-of-the-line digital SLR cameras, they all use a demosaicing algorithm to …

This post continues the previous post, part 1 and part 2, outlining my criticism towards a ''naive'' subjective Bayesian viewpoint:

1. The consequences of model misspecification.
2. The ''model first computation last'' approach.
3. Denial of methods of classical statistics, in this post.

Denial of the Value of Classical Statistics

Suppose for the …

This post continues the previous post, part 1, outlining my criticism towards a ''naive'' subjective Bayesian viewpoint:

1. The consequences of model misspecification.
2. The ''model first computation last'' approach, in this post.
3. Denial of methods of classical statistics.

The ''Model First Computation Last'' approach

Without a model (not necessarily probabilistic) we …