Maximum likelihood principle and I-divergence: discrete time observations.
Jirí MichálekPublished in: Kybernetika (1998)
Keyphrases
- maximum likelihood
- likelihood function
- expectation maximization
- em algorithm
- parameter estimation
- gaussian distribution
- markov processes
- cross entropy
- exponential family
- log likelihood
- maximum likelihood estimation
- maximum a posteriori
- markov chain
- kullback leibler
- information geometry
- semi markov decision processes
- knowledge base
- hyperparameters
- gaussian mixture model