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Consistency of maximum-likelihood and variational estimators in the Stochastic Block Model
maximum-likelihood Stochastic Block Model
2011/6/17
The stochastic block model (SBM) is a probabilistic model de-
signed to describe heterogeneous directed and undirected graphs. In this
paper, we address the asymptotic inference on SBM by use of max...
Asymptotic properties of maximum likelihood estimators in models with multiple change points
change-point fraction common parameter consistency convergence rate Kullback–Leibler distance within-segment parameter
2011/3/24
Models with multiple change points are used in many fields; however, the theoretical properties of maximum likelihood estimators of such models have received relatively little attention. The goal of t...