Relative Loss Bounds for On-Line Density Estimation with the Exponential Family of Distributions.
Katy S. AzouryManfred K. WarmuthPublished in: Mach. Learn. (2001)
Keyphrases
- exponential family
- density estimation
- bregman divergences
- log likelihood
- mixture model
- probability density
- kl divergence
- probability density function
- density function
- outlier detection
- gaussian mixture
- gaussian mixture model
- expectation maximization
- closed form
- em algorithm
- maximum likelihood
- learning algorithm
- statistical models
- probabilistic model