Bias reduction in exponential family nonlinear models
نویسندگان
چکیده
منابع مشابه
Nonlinear Optimization of Exponential Family Graphical Models
This project explores methods for carrying out projections arising in the information geometry of the exponential family of probability models. Kullback-Leibler divergence serves as the distance measure between probability models in this context. The applications include maximum likelihood parameter estimation given sample paths of an unknown density as well as model reduction where one wishes ...
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ژورنال
عنوان ژورنال: Biometrika
سال: 2009
ISSN: 0006-3444,1464-3510
DOI: 10.1093/biomet/asp055