Real probability distributions can be represented as the square of an orthogonal sum in the Hermite basis. This representation is formally similar to the representation of quantum mechanical states as wave functions, whose squared modulus is a probability density. This is described in more detail in "Wave function representation of probability distributions," by Madeleine B. Thompson <arXiv:1712.07764>. This package provides a reference implementation of the technique.
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Summary
Real probability distributions can be represented as the square of an orthogonal sum in the Hermite basis. This representation is formally similar to the representation of quantum mechanical states as wave functions, whose squared modulus is a probability density. This is described in more detail in "Wave function representation of probability distributions," by Madeleine B. Thompson <arXiv:1712.07764>. This package provides a reference implementation of the technique.
Last Updated
Sep 16, 2019 at 15:30
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Apache License (== 2.0)
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