Student's $t$ VAR Modeling With Missing Data Via Stochastic EM and Gibbs Sampling.
Rui ZhouJunyan LiuSandeep KumarDaniel P. PalomarPublished in: IEEE Trans. Signal Process. (2020)
Keyphrases
- missing data
- gibbs sampling
- expectation maximization
- em algorithm
- missing values
- markov chain
- incomplete data
- parameter estimation
- topic models
- latent dirichlet allocation
- approximate inference
- belief networks
- generative model
- markov chain monte carlo
- databases
- k means
- exact inference
- bayesian framework
- image segmentation
- maximum likelihood