matlab均方误差的代码-PML:轮廓最大似然(PML)近似值

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matlab均方误差的代码 PML 近似轮廓最大似然估计。 该软件包在中实现了算法。 注意:当前版本的代码为Python中单一分布的功能(如熵和支持集大小)实现了近似PML。 多维PML的代码(用于多种分布的功能,如L1距离)将在2020年7月底发布,Julia和Matlab的实现也将在此之前发布。 剖析最大似然概览 假设我们有n具有经验分布(直方图)的样本p̂=(̂p[1], ̂p[2], ...) 。 重新标记σ̂p = (p̂[σ[1]], p̂[σ[2]], ...)根据置换σ置换p̂的分量。 轮廓最大似然(PML)分布pᴾᴹᴸ使观察到经验分布p̂任何重新标记的可能性最大化。 计算PML分布等效于解决以下优化问题: 其中和在分布p的支持集的所有置换σ上,

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