Parameter estimation in multi particle Lagrangian stochastic models.
Leonid I. PiterbargPublished in: Monte Carlo Methods Appl. (2006)
Keyphrases
- parameter estimation
- stochastic models
- stochastic processes
- random fields
- stochastic model
- maximum likelihood
- model selection
- least squares
- statistical models
- markov random field
- em algorithm
- parameter estimation algorithm
- marginal distributions
- expectation maximization
- approximate inference
- special case
- pairwise
- higher order
- maximum likelihood estimation
- structure learning
- dynamic programming
- queueing model
- video sequences