@inproceedings{2008-MultivariateNormalCenter-EuroCG
, author={Frank Nielsen and Richard Nock}
, title={The entropic centers of multivariate normal distributions}
, booktitle={European Workshop on Computational Geometry (EuroCG)}
, month={March}
, year={2008}
, pages={221-224}
, address={Nancy, France}
, publisher={IEEE}
, abstract={In this paper, we seek for a single best representative of a set of statistical multivariate
 normal distributions. To define the "best" center, we consider either minimizing
 the average or the maximum relative entropy of the center to the given set of normal
 distributions. Since the relative entropy is an asymmetric divergence, this yields
 the notion of left- and right-sided, and symmetrized entropic centroids and circumcenters
 along with their respective information radii. We show how to instantiate and implement
 for this special case of multivariate normals very recent work that tackled the
 broader case of finding centers of point sets with respect to Bregman divergences.

   }
}