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Maximum likelihood and the gravity model

✍ Scribed by A.S. MacLean


Publisher
Elsevier Science
Year
1976
Weight
851 KB
Volume
10
Category
Article
ISSN
0041-1647

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Robust maximum likelihood estimation in
✍ Giuseppe Calafiore; Laurent El Ghaoui πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 181 KB

This paper addresses the problem of maximum likelihood parameter estimation in linear models a!ected by Gaussian noise, whose mean and covariance matrix are uncertain. The proposed estimate maximizes a lower bound on the worst-case (with respect to the uncertainty) likelihood of the measured sample,