最尤推定は、統計学で用いられるパラメータ推定の方法の一つです。観測データからそのデータを最もよく説明する確率分布のパラメータを推定する手法として用いられます。 最尤推定の基本的なアイデアは、あるパラメータを持つ確率モデルが与えられた ...

"Parameter Inference" is one of the most important concepts of predictive machine learning. In this lesson, you will begin to build an intuition surrounding the ideas around this concept. You'll first ...

Abstract: Over the past few decades, numerous adaptive Kalman filters (AKFs) have been proposed. However, achieving online estimation with both high estimation accuracy and fast convergence speed is ...

Abstract: We investigate the procedure of semi-parametric maximum likelihood estimation under constraints on summary statistics. Such a procedure results in a discrete probability distribution ...

This repository hosts an implementation of Newton's method for solving the maximum likelihood estimation problem for a covariance matrix that is known to be Toeplitz: $$ \begin{array}{r} ...