Parameter estimation for partially observed linear stochastic system.
Chao WeiPublished in: Int. J. Math. Oper. Res. (2019)
Keyphrases
- parameter estimation
- partially observed
- least squares
- maximum likelihood
- statistical models
- random fields
- model selection
- markov random field
- em algorithm
- parameter estimation algorithm
- approximate inference
- maximum likelihood estimation
- parameter values
- structure learning
- parameters estimation
- model fitting
- estimation problems
- posterior distribution
- parameter estimates
- gibbs sampling
- expectation maximization
- higher order