Parameter Estimation in Sparse Linear-Gaussian State-Space Models via Reversible Jump Markov Chain Monte Carlo.
Benjamin CoxVíctor ElviraPublished in: EUSIPCO (2022)
Keyphrases
- parameter estimation
- model selection
- state space
- approximate inference
- markov random field
- maximum likelihood
- linear gaussian
- markov chain monte carlo
- least squares
- em algorithm
- expectation maximization
- probabilistic model
- reinforcement learning
- computer vision
- cross validation
- hidden markov models
- bayesian networks
- bayesian framework
- posterior distribution
- discrete variables