Nonstationary covariance modeling for incomplete data: Monte Carlo EM approach.
Tomoko MatsuoDouglas W. NychkaDebashis PaulPublished in: Comput. Stat. Data Anal. (2011)
Keyphrases
- monte carlo
- non stationary
- incomplete data
- em algorithm
- missing data
- monte carlo simulation
- learning bayesian networks
- markov chain
- expectation maximization
- missing values
- bayesian networks
- variational bayesian
- importance sampling
- random fields
- monte carlo tree search
- particle filter
- generative model
- point processes
- incomplete data sets
- adaptive sampling
- parameter estimation
- hyperparameters
- matrix inversion
- markovian decision
- monte carlo methods
- probabilistic model
- dynamic programming
- image segmentation
- data sets