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A Matlab code of the proposed algorithms to learn Multivariate Generalized Gaussian Distributions (MGGDs) [SSP 2021]

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MGGD

We provide Matlab code of the proposed algorithms including Two-Block BMM and Three-Block BMM in the following paper to learn Multivariate Generalized Gaussian Distributions (MGGDs).

  • “Globally Convergent Algorithms For Learning Multivariate Generalized Gaussian Distributions”
    Bin Wang, Huanyu Zhang, Ziping Zhao, and Ying Sun
    in Proc. of the 21st IEEE Statistical Signal Processing Workshop (SSP), Rio de Janeiro, Brazil, July 11-14, 2021.

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A Matlab code of the proposed algorithms to learn Multivariate Generalized Gaussian Distributions (MGGDs) [SSP 2021]

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