Distributionally Robust Parametric Maximum Likelihood Estimation.
Viet Anh NguyenXuhui ZhangJosé H. BlanchetAngelos GeorghiouPublished in: CoRR (2020)
Keyphrases
- maximum likelihood estimation
- multivariate gaussian
- maximum likelihood
- em algorithm
- probability distribution
- parameter estimation
- robust optimization
- expectation maximization
- boltzmann machine
- least squares
- density function
- mixture of gaussians
- generative model
- poisson noise
- objective function
- knowledge discovery
- high dimensional