Autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.).
Howell TongPublished in: IEEE Trans. Inf. Theory (1975)
Keyphrases
- information criterion
- noisy data
- autoregressive model
- model selection
- cross validation
- probability model
- bayesian information criterion
- wavelet analysis
- factor analysis
- parameter estimation
- missing data
- autoregressive
- input data
- sample size
- high dimensional
- wavelet domain
- widely applicable
- training data
- least squares
- missing values
- image processing
- data mining
- wavelet coefficients
- mixture model
- maximum likelihood
- probability distribution
- face recognition
- leave one out cross validation