Particle filtering-based Maximum Likelihood Estimation for financial parameter estimation.
Jinzhe YangBinghuan LinWayne LukTerence NaharPublished in: FPL (2014)
Keyphrases
- parameter estimation
- maximum likelihood estimation
- particle filtering
- maximum likelihood
- particle filter
- visual tracking
- em algorithm
- markov random field
- model selection
- least squares
- expectation maximization
- random fields
- appearance model
- human motion
- mean shift
- statistical models
- approximate inference
- object tracking
- kalman filter
- density function
- posterior distribution
- state estimation
- structure learning
- parameter estimation algorithm
- markov chain monte carlo
- belief propagation
- graph cuts
- hidden markov models
- video sequences