Parameter estimation in high dimensional Gaussian distributions.
Erlend AuneDaniel P. SimpsonJo EidsvikPublished in: Stat. Comput. (2014)
Keyphrases
- parameter estimation
- gaussian distribution
- maximum likelihood
- high dimensional
- expectation maximization
- multi variate
- em algorithm
- maximum likelihood estimation
- estimation problems
- covariance matrices
- statistical models
- posterior distribution
- low dimensional
- gaussian mixture model
- least squares
- markov random field
- approximate inference
- model fitting
- random fields
- parameter estimation algorithm
- dimensionality reduction
- parameter space
- parameter estimates
- model selection
- high dimensional data
- variable selection
- marginal distributions
- machine learning
- maximum a posteriori
- feature space
- data points
- hyperparameters
- mixture model
- feature vectors
- markov chain monte carlo
- high dimensional spaces
- generative model
- image segmentation
- multivariate gaussian