most citedRelative Loss Bounds for On-line Density Estimation with the Exponential Family of Distributions

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cs.LG2013★ 29 cited

Relative Loss Bounds for On-line Density Estimation with the Exponential Family of Distributions

Katy S. Azoury, Manfred K. Warmuth

We consider on-line density estimation with a parameterized density from the exponential family. The on-line algorithm receives one example at a time and maintains a parameter that…