Bayesian estimation and maximum likelihood methods represent two central paradigms in modern statistical inference. Bayesian estimation incorporates prior beliefs through Bayes’ theorem, updating ...

It is known that, as statistical methods, the maximum entropy estimation is equivalent to the maximum likelihood estimation with an exponential distribution. But, it is seen that the relation between ...

Nonparametric identification and maximum likelihood estimation for finite-state hidden Markov models are investigated. We obtain identification of the parameters as well as the order of the Markov ...