Sample size for maximum-likelihood estimates of Gaussian model depending on dimensionality of pattern space.

Pattern Recognition(2019)

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摘要
•The paper attempts to answer the question - What is the indicative pattern size required to estimate the parameters of the Gaussian model with the defined accuracy?•Obtained results provide useful recommendations for researchers working on pattern statistical models.•The recommended values of the sample size are easy to remember.•We assume that presented results could aid in applications wherein statistical pattern modeling and statistical pattern recognition based on Gaussian modeling are involved.
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关键词
Maximum-likelihood estimate,Likelihood function,Gaussian model,Gaussian mixture model,Sample size,Dimensionality,Pattern space,Heteroscedastic data.
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