Nested Monte Carlo EM Algorithm for Switching State-Space Models.
Cristina Adela PopescuYau Shu WongPublished in: IEEE Trans. Knowl. Data Eng. (2005)
Keyphrases
- monte carlo
- em algorithm
- parameter estimation
- monte carlo simulation
- expectation maximization
- markovian decision
- state space
- mixture model
- hidden variables
- maximum likelihood
- particle filter
- incomplete data
- markov chain
- gaussian mixture
- maximum likelihood estimation
- importance sampling
- probabilistic model
- finite mixture model
- monte carlo tree search
- markov chain monte carlo
- point processes
- quasi monte carlo
- maximum a posteriori
- gaussian mixture model
- mixture modeling
- expectation maximisation
- bayesian framework
- reinforcement learning
- generative model
- probabilistic principal component analysis
- language model
- k means
- search algorithm