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This tag is too general; please provide a more specific tag. For questions about the properties of specific estimators, use [estimators] tag instead.

2 votes
1 answer
893 views

Parameter learning of Markov random field

Given a Markov random field $\mathcal{G} = (\mathcal{V},\mathcal{E})$, the corresponding density function to which is expressed by $f(x) \propto \prod_{x\in\mathcal{V}} \psi_u(x) \prod_{(x_i,x_j)\in\ …
Hugo's user avatar
  • 161
2 votes
1 answer
1k views

Compute the variance of parameter estimates given limited number of samples

I'd like to infer the variance of estimated parameter $\hat\theta$ of the density function of $f(x;\theta)$ given only a limited number of samples $X_1,\cdots,X_n$. Bootstrapping doesn't perform well …
Hugo's user avatar
  • 161