The Optimality of Jeffreys Prior for Online Density Estimation and the Asymptotic Normality of Maximum Likelihood Estimators.
Fares HedayatiPeter L. BartlettPublished in: COLT (2012)
Keyphrases
- density estimation
- maximum likelihood
- mixture model
- density estimators
- em algorithm
- maximum a posteriori
- expectation maximization
- exponential family
- kernel density estimator
- gaussian mixture model
- mixture modeling
- probability density
- probability density function
- parameter estimation
- parzen window
- nonparametric density estimation
- density estimates
- maximum likelihood estimator
- kernel density estimation
- density function
- prior knowledge
- multivariate gaussian distribution
- gaussian distribution
- outlier detection
- maximum likelihood estimation
- generative model
- bayesian framework