Time Series Clustering with an EM algorithm for Mixtures of Linear Gaussian State Space Models.
Ryohei UmataniTakashi ImaiKaoru KawamotoShutaro KunimasaPublished in: CoRR (2022)
Keyphrases
- em algorithm
- expectation maximization
- mixture model
- parameter estimation
- state space
- probabilistic model
- gaussian mixture
- maximum likelihood
- linear gaussian
- gaussian mixture model
- incomplete data
- hidden variables
- generative model
- maximum likelihood estimation
- bayesian framework
- finite mixture model
- mixture components
- approximate inference
- maximum a posteriori
- hyperparameters
- mixture distribution
- density estimation
- computer vision
- dynamical systems
- prior knowledge
- reinforcement learning