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.
Chapter PDF
Similar content being viewed by others
Author information
Authors and Affiliations
Editor information
Editors and Affiliations
Rights and permissions
Copyright information
© 2011 Springer-Verlag Berlin Heidelberg
About this paper
Cite this paper
Rissanen, J. (2011). Optimal Estimation. In: Elomaa, T., Hollmén, J., Mannila, H. (eds) Discovery Science. DS 2011. Lecture Notes in Computer Science(), vol 6926. Springer, Berlin, Heidelberg. https://doi.org/10.1007/978-3-642-24477-3_5
Download citation
DOI: https://doi.org/10.1007/978-3-642-24477-3_5
Publisher Name: Springer, Berlin, Heidelberg
Print ISBN: 978-3-642-24476-6
Online ISBN: 978-3-642-24477-3
eBook Packages: Computer ScienceComputer Science (R0)