The total variation distance between high-dimensional Gaussians with the same mean
Luc DevroyeAbbas MehrabianTommy Reddad
所有作者
Luc DevroyeAbbas MehrabianTommy Reddad
文献摘要
Given two high-dimensional Gaussians with the same mean, we prove a lower and
an upper bound for their total variation distance, which are within a constant
factor of one another.