Fourier-Analysis-Based Form of Normalized Maximum Likelihood: Exact Formula and Relation to Complex Bayesian Prior
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DOI: 10.1109/tit.2021.3088304
Abstract: Normalized maximum likelihood (NML) distribution of probabilistic model gives the optimal code length function in the sense of minimax regret. Despite its optimal property, the calculation of NML distribution is not easy, and existing efficient… read more here.
Keywords: maximum likelihood; fourier analysis; distribution; nml distribution ... See more keywords