Robust estimation in multivariate heteroscedastic regression models with autoregressive covariance structures using EM algorithm.
Yesim GüneyOlçay ArslanFulya Gokalp-YavuzPublished in: J. Multivar. Anal. (2022)
Keyphrases
- regression model
- em algorithm
- robust estimation
- autoregressive
- expectation maximization
- linear model
- mixture model
- maximum likelihood
- parameter estimation
- least squares
- non stationary
- random fields
- model selection
- gaussian mixture model
- hyperparameters
- generative model
- gaussian process
- regression methods
- gaussian distribution
- sar images
- probabilistic model
- motion field
- cross validation
- maximum a posteriori
- higher order
- denoising
- pairwise
- gaussian mixture
- image processing
- computer vision
- machine learning