Lumped Parameter Estimation of a Stochastic Process of Second Order Using the Second Moment and Recursiveness.
Romeo Urbieta ParrazalesJosé de Jesús Medel JuárezKaren Alicia Aguilar CruzRosaura Palma-OrozcoPublished in: Res. Comput. Sci. (2017)
Keyphrases
- parameter estimation
- stochastic process
- stochastic processes
- random fields
- markov chain
- maximum likelihood
- stochastic model
- higher order
- least squares
- markov random field
- model selection
- em algorithm
- expectation maximization
- approximate inference
- diffusion process
- differential equations
- high order
- parameter estimation algorithm
- structure learning
- conditional random fields
- maximum likelihood estimation
- autoregressive
- maximum a posteriori
- feature selection
- information extraction
- search space
- three dimensional