Information geometry approach to parameter estimation in Markov chains (Q309718): Difference between revisions
From MaRDI portal
Created a new Item |
Changed an Item |
||
Property / Mathematics Subject Classification ID | |||
Property / Mathematics Subject Classification ID: 62M05 / rank | |||
Normal rank | |||
Property / zbMATH DE Number | |||
Property / zbMATH DE Number: 6624585 / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
exponential family | |||
Property / zbMATH Keywords: exponential family / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
natural parameter | |||
Property / zbMATH Keywords: natural parameter / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
expectation parameter | |||
Property / zbMATH Keywords: expectation parameter / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
relative entropy | |||
Property / zbMATH Keywords: relative entropy / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
Fisher information matrix | |||
Property / zbMATH Keywords: Fisher information matrix / rank | |||
Normal rank | |||
Property / zbMATH Keywords | |||
asymptotic efficient estimator | |||
Property / zbMATH Keywords: asymptotic efficient estimator / rank | |||
Normal rank |
Revision as of 00:44, 28 June 2023
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Information geometry approach to parameter estimation in Markov chains |
scientific article |
Statements
Information geometry approach to parameter estimation in Markov chains (English)
0 references
7 September 2016
0 references
exponential family
0 references
natural parameter
0 references
expectation parameter
0 references
relative entropy
0 references
Fisher information matrix
0 references
asymptotic efficient estimator
0 references