More on autoregressive model fitting with noisy data by Akaike's information criterion (Corresp.).
Howell TongPublished in: IEEE Trans. Inf. Theory (1977)
Keyphrases
- information criterion
- noisy data
- autoregressive
- model fitting
- model selection
- parameter estimation
- cross validation
- probability model
- non stationary
- least squares
- bayesian information criterion
- shape model
- widely applicable
- sample size
- high dimensional
- factor analysis
- selection criterion
- optimization method
- missing data
- data sets
- active learning
- training data
- expectation maximization
- input data
- markov random field
- higher order
- free energy
- pattern recognition
- machine learning