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If we take two
density models and multiply together their
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probability
distributions at each point in data-space, we
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get a “product of
experts”.
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The
product of two Gaussian experts is a
Gaussian.
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If we take two
variables and we multiply them together to
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provide input to
a third variable we get a “multiplicative
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interaction”.
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The
distribution of the product of two Gaussian-
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distributed
variables is NOT Gaussian distributed. It is
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a
heavy-tailed distribution. One Gaussian determines
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the
standard deviation of the other Gaussian.
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Heavy-tailed
distributions are the signatures of
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multiplicative
interactions between latent variables.
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