Information geometry approach to parameter estimation in Markov chains (Q309718): Difference between revisions
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| Property / Mathematics Subject Classification ID: 62M05 / rank | |||
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| Property / zbMATH DE Number: 6624585 / rank | |||
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exponential family | |||
| Property / zbMATH Keywords: exponential family / rank | |||
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natural parameter | |||
| Property / zbMATH Keywords: natural parameter / rank | |||
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expectation parameter | |||
| Property / zbMATH Keywords: expectation parameter / rank | |||
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relative entropy | |||
| Property / zbMATH Keywords: relative entropy / rank | |||
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Fisher information matrix | |||
| Property / zbMATH Keywords: Fisher information matrix / rank | |||
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asymptotic efficient estimator | |||
| Property / zbMATH Keywords: asymptotic efficient estimator / rank | |||
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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 |
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Information geometry approach to parameter estimation in Markov chains (English)
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7 September 2016
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exponential family
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natural parameter
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expectation parameter
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relative entropy
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Fisher information matrix
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asymptotic efficient estimator
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