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Strong large deviations for Rao test score and GLRT in exponential families.

Pierre MoulinPatrick R. Johnstone
Published in: ISIT (2015)
Keyphrases
  • large deviations
  • exponential family
  • log likelihood
  • graphical models
  • heavy tailed
  • machine learning
  • simulated annealing
  • maximum likelihood
  • mixture model
  • object tracking
  • gaussian mixture model