A survey of Monte Carlo methods for parameter estimation.
David LuengoLuca MartinoMónica F. BugalloVíctor ElviraSimo SärkkäPublished in: EURASIP J. Adv. Signal Process. (2020)
Keyphrases
- parameter estimation
- monte carlo methods
- monte carlo
- maximum likelihood
- markov random field
- least squares
- model selection
- em algorithm
- simulated annealing
- approximate inference
- bayesian networks
- parameter estimation algorithm
- random fields
- maximum likelihood estimation
- expectation maximization
- posterior distribution
- model fitting
- monte carlo method
- parameter estimates
- estimation problems
- belief propagation
- parameter values
- markov chain monte carlo
- probability distribution
- genetic algorithm