Relative Loss Bounds for On-line Density Estimation with the Exponential Family of Distributions

Katy S. Azoury Manfred K. Warmuth

Published in: CoRR (2013)

Keyphrases

exponential family
density estimation
bregman divergences
mixture model
log likelihood
kl divergence
probability density
probability density function
density function
outlier detection
gaussian mixture model
em algorithm
maximum likelihood
gaussian mixture
missing values
learning algorithm
training data