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Sequential algorithms for parameter estimation based on the Kullback-Leibler information measure.
Ehud Weinstein
Meir Feder
Alan V. Oppenheim
Published in:
IEEE Trans. Acoust. Speech Signal Process. (1990)
Keyphrases
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parameter estimation
maximum likelihood
least squares
distance measure
prior knowledge
kullback leibler
machine learning
high dimensional
model selection
information theory
background knowledge
prior information
random fields
evaluation metrics
kl divergence