Commentary on "The Optimality of Jeffreys Prior for Online Density Estimation and the Asymptotic Normality of Maximum Likelihood Estimators".
Peter GrünwaldPublished in: COLT (2012)
Keyphrases
- density estimation
- maximum likelihood
- mixture model
- density estimators
- em algorithm
- expectation maximization
- gaussian mixture model
- maximum a posteriori
- kernel density estimator
- mixture modeling
- exponential family
- probability density function
- probability density
- nonparametric density estimation
- density function
- parzen window
- kernel density estimation
- density estimates
- multivariate gaussian distribution
- outlier detection
- prior knowledge
- parameter estimation
- maximum likelihood estimator
- gaussian distribution
- generative model
- maximum likelihood estimation
- dirichlet distribution
- pattern classification
- statistical analysis
- worst case