Maximum Likelihood vs. Sequential Normalized Maximum Likelihood in On-line Density Estimation.
Wojciech KotlowskiPeter GrünwaldPublished in: COLT (2011)
Keyphrases
- density estimation
- maximum likelihood
- mixture model
- normalized maximum likelihood
- em algorithm
- expectation maximization
- gaussian mixture model
- change point detection
- density function
- outlier detection
- density estimators
- probability density function
- minimum description length
- gaussian distribution
- maximum likelihood estimation
- probabilistic model
- sequential data
- maximum a posteriori
- density estimates
- information theoretic
- hyperparameters