A review of the parameter estimation problem of fitting positive exponential sums to empirical data.
Kenneth HolmströmJöran PeterssonPublished in: Appl. Math. Comput. (2002)
Keyphrases
- parameter estimation
- empirical data
- least squares
- model fitting
- maximum likelihood
- model selection
- parameter estimation algorithm
- random fields
- markov random field
- statistical models
- em algorithm
- maximum likelihood estimation
- parameter values
- structure learning
- approximate inference
- posterior distribution
- expectation maximization
- parameters estimation
- random variables
- gibbs sampling
- dynamic model