Multivariate Gaussian criteria in SMAA.
Risto LahdelmaSimo MakkonenPekka SalminenPublished in: Eur. J. Oper. Res. (2006)
Keyphrases
- multivariate gaussian
- maximum likelihood estimation
- covariance matrix
- gaussian distribution
- selection criteria
- evaluation criteria
- multiple criteria
- em algorithm
- multi criteria
- parameter estimation
- real time
- principal component analysis
- supervised learning
- least squares
- probability distribution
- probabilistic model
- objective function
- similarity measure
- case study