Normalized Maximum Likelihood with Luckiness for Multivariate Normal Distributions.
Kohei MiyaguchiPublished in: CoRR (2017)
Keyphrases
- normal distribution
- normalized maximum likelihood
- change point detection
- non stationary
- standard deviation
- sequential data
- random variables
- outlier detection
- mixture distribution
- probability density function
- covariance matrix
- probability distribution
- lead time
- gaussian distribution
- minimum description length
- spatially adaptive
- hidden markov models
- multiscale
- mdl principle
- data streams