Login / Signup
Unbiased estimation of the gradient of the log-likelihood for a class of continuous-time state-space models.
Marco Ballesio
Ajay Jasra
Published in:
Monte Carlo Methods Appl. (2022)
Keyphrases
</>
log likelihood
state space
density estimation
dynamical systems
reinforcement learning
probabilistic model
parameter estimation
exponential family
markov chain
information theoretic
bayesian framework
social networks
em algorithm
scoring function