Exponential rate of convergence of maximum likelihood estimators for inhomogeneous Wiener processes.
Friedrich LieseAndreas WienkePublished in: Kybernetika (1995)
Keyphrases
- maximum likelihood
- additive noise
- parameter estimation
- rates of convergence
- expectation maximization
- maximum likelihood estimator
- em algorithm
- likelihood function
- gaussian markov random fields
- log likelihood function
- markov chain
- process model
- maximum a posteriori
- convergence speed
- maximum likelihood estimation
- gaussian mixture model
- confidence intervals
- data sets
- k means
- image processing
- information systems
- learning algorithm