Information theoretic criteria for non-Gaussian ARMA order determination and parameter estimation.
Georgios B. GiannakisSanyogita ShamsunderPublished in: ICASSP (4) (1993)
Keyphrases
- information theoretic
- parameter estimation
- theoretic framework
- mutual information
- information theory
- expectation maximization
- markov random field
- maximum likelihood
- em algorithm
- information bottleneck
- model selection
- least squares
- posterior distribution
- parameter estimation algorithm
- autoregressive
- statistical models
- estimation problems
- entropy measure
- jensen shannon divergence
- information theoretic measures
- random fields
- kl divergence
- probability distribution