A parameter estimation method for estimating a parameter by estimating maximum a posteriori probability for input data. Operation for the input data is expressed by an inner product for the input data and the inner product is replaced by a Kernel function. By using the calculation result of the kernel function, a parameter is estimated. The method includes a step (offline operation) for learning a correlation between a plurality of learning input data in which a parameter to be estimated is known and the parameter corresponding to each of the learning input data; and a step (online operation) for estimating the parameter for the estimating input data in which a parameter to be estimated is unknown, by using the learned correlation.