Browsing by Subject "Likelihood ratio"
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Conference Object
Evaluation of likelihood-ratio and performance bounds for nonlinear decision problems via stochastic PDE
(American Automatic Control Council, 1994)The nonlinear binary decision problem with signal satisfying a diffusion equation observed through noisy measurements is considered. Using the unnormalized conditional density of nonlinear filtering, expressions for ...
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Article
A note on monte carlo maximization by the density ratio model
(2008)It is well known that untractable normalizing constants of probability density functions complicate the calculation of maximum likelihood estimators. Usually numerical or Monte Carlo methods are employed in order to obtain ...