Heckman selection-t model: Parameter estimation via the EM-algorithm.
Victor H. LachosMarcos Oliveira PratesDipak K. DeyPublished in: J. Multivar. Anal. (2021)
Keyphrases
- parameter estimation
- em algorithm
- expectation maximization
- maximum likelihood
- maximum likelihood estimation
- gibbs sampling
- mixture model
- likelihood function
- parameter estimation algorithm
- gaussian mixture
- random fields
- markov random field
- hyperparameters
- probability density function
- selection criterion
- bayesian model selection
- hidden variables
- gaussian mixture model
- model selection
- least squares
- maximum a posteriori
- posterior distribution
- generative model
- log likelihood
- parameter estimates
- maximum likelihood estimates
- model based clustering
- expectation maximisation
- image processing
- statistical model
- structure learning
- markov chain
- high dimensional