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arXiv · 1801.02373

Discrete Gaussian distributions via theta functions

Daniele Agostini·Carlos Améndola
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Abstract

We study a discrete analogue of the classical multivariate Gaussian distribution. It is supported on the integer lattice and is parametrized by the Riemann theta function. Over the reals, the discrete Gaussian is characterized by the property of maximizing entropy, just as its continuous counterpart. We capitalize on the theta function representation to derive statistical properties. Throughout, we exhibit strong connections to the study of abelian varieties in algebraic geometry.

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Daniele Agostini, Carlos Améndola. 2018-01-08. Discrete Gaussian distributions via theta functions. https://doi.org/10.1137/18m1164937

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