Algorithm 878: Exact VARMA likelihood and its gradient for complete and incomplete data with Matlab.

Kristjan Jonasson

Published in: ACM Trans. Math. Softw. (2008)

Keyphrases

incomplete data
k means
learning algorithm
optimal solution
similarity measure
convergence rate
missing data
log likelihood
database
posterior probability
closed form
expectation maximization
np hard
objective function
bayesian networks
image processing
data sets