Exchangeability Characterizes Optimality of Sequential Normalized Maximum Likelihood and Bayesian Prediction
Sign Up to like & getrecommendations! Published in 2017 at "IEEE Transactions on Information Theory"
DOI: 10.1109/tit.2017.2735799
Abstract: We study online learning under logarithmic loss with regular parametric models. In this setting, each strategy corresponds to a joint distribution on sequences. The minimax optimal strategy is the normalized maximum likelihood (NML) strategy. We… read more here.
Keywords: normalized maximum; maximum likelihood; characterizes optimality; strategy ... See more keywords
Fourier-Analysis-Based Form of Normalized Maximum Likelihood: Exact Formula and Relation to Complex Bayesian Prior
Sign Up to like & getrecommendations! Published in 2021 at "IEEE Transactions on Information Theory"
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
An adaptive combination constrained proportionate normalized maximum correntropy criterion algorithm for sparse channel estimations
Sign Up to like & getrecommendations! Published in 2018 at "EURASIP Journal on Advances in Signal Processing"
DOI: 10.1186/s13634-018-0581-5
Abstract: An adaptive combination constrained proportionate normalized maximum correntropy criterion (ACC-PNMCC) algorithm is proposed for sparse multi-path channel estimation under mixed Gaussian noise environment. The developed ACC-PNMCC algorithm is implemented by incorporating an adaptive combination function… read more here.
Keywords: normalized maximum; adaptive combination; maximum correntropy; pnmcc algorithm ... See more keywords