Parameter estimation and computation of the Fisher information matrix for functions of phase type random variables.
Celeste R. PavithraT. G. DeepakPublished in: Comput. Stat. Data Anal. (2022)
Keyphrases
- parameter estimation
- random variables
- fisher information
- probability distribution
- graphical models
- maximum likelihood
- statistical models
- least squares
- probability density function
- markov random field
- model selection
- euclidean space
- positive definite
- em algorithm
- exponential family
- conditional independence
- latent variables
- random fields
- noise level
- posterior distribution
- expectation maximization
- bayesian networks
- free energy
- approximate inference
- joint distribution
- markov chain monte carlo
- geodesic distance
- estimation error
- marginal distributions
- probabilistic model
- parameter estimates
- conditional probabilities
- structure learning
- probabilistic inference
- machine learning
- covariance matrix
- feature selection