# Tagged Questions

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### How is the entropy of the multivariate normal distribution with mean 0 calculated?

Here is what I have so far: \begin{align} h(x) &= - \int \frac{1}{(2\pi)^{\frac{D}{2}}\det\Sigma^{\frac{1}{2}}} \exp(-\frac{1}{2} x^T\Sigma^{-1}x) \ln ...
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### About the differential entropies of well-known continuous distributions

Assume that the continuous random variable $X$ has a distribution (in a closed form expression) with differential entropy $h(X)$. Q) Then, is it true for any continuous distribution that the ...
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### equivalence between uniform and normal distribution

The principle of insufficient reason says that all outcomes are equiprobable when we have no knowledge to guess otherwise. I understand this and that this corresponds to uniform distribution. However, ...
Task: Suppose we model a variable $y = Wx + \mu$ as a linear transformation of $x$ plus some Gaussian noise $\mu\sim\mathcal N(0,\sigma I)$. Our aim is to minimize the estimation error of $x$ given ...