Optimal Estimation

  • Jorma Rissanen
Conference paper
Part of the Lecture Notes in Computer Science book series (LNCS, volume 6926)

Modeling Problem

Data Y = {y t : t = 1, 2, …, n}, or Y|X = {(y t ,x1,t,x2,t, …)}, X explanatory variables. Want to learn properties in Y expressed by set of distributions as models: f(Y|X s ;θ,s) , where θ = θ1, …, θk(s) real-valued parameters, s structure parameter: for picking the most important variables in X.

Copyright information

© Springer-Verlag Berlin Heidelberg 2011

Authors and Affiliations

  • Jorma Rissanen
    • 1
  1. 1.Helsinki Institute for Information TechnologyTampere University of TechnologyFinland

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