Asymptotic Log-Loss of Prequential Maximum Likelihood Codes.
Peter GrünwaldSteven de RooijPublished in: COLT (2005)
Keyphrases
- maximum likelihood
- rates of convergence
- expectation maximization
- parameter estimation
- likelihood function
- em algorithm
- maximum a posteriori
- gaussian distribution
- additive noise
- data sets
- log likelihood
- error correction
- hyperparameters
- expected values
- loss bounds
- large deviations
- logical operations
- hypothesis testing
- log likelihood function
- log log
- marginal likelihood
- asymptotically optimal
- gaussian mixture model
- hidden markov models
- feature selection