An EM algorithm for continuous-time bivariate Markov chains.
Brian L. MarkYariv EphraimPublished in: Comput. Stat. Data Anal. (2013)
Keyphrases
- markov chain
- em algorithm
- expectation maximization
- markov processes
- finite state
- mixture model
- maximum likelihood
- state space
- transition probabilities
- parameter estimation
- generative model
- markov process
- maximum likelihood estimation
- gaussian mixture model
- incomplete data
- random walk
- stationary distribution
- gaussian mixture
- hyperparameters
- transition matrix
- log likelihood
- probabilistic automata
- expectation maximisation
- gibbs sampling
- hidden variables
- density estimation
- markov chain monte carlo
- image segmentation
- model based clustering
- data mining