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Wave function representation of probability distributions (1712.07764v2)

Published 21 Dec 2017 in stat.CO

Abstract: Orthogonal decomposition of the square root of a probability density function in the Hermite basis is a useful low-dimensional parameterization of continuous probability distributions over the reals. This representation is formally similar to the representation of quantum mechanical states as wave functions, whose squared modulus is a probability density.

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