Steady-state quantile parameter estimation: an empirical comparison of stochastic kriging and quantile regression.
Jennifer McNeill BekkiXi ChenDemet BaturPublished in: WSC (2014)
Keyphrases
- steady state
- parameter estimation
- quantile regression
- least squares
- state dependent
- markov chain
- cross validated
- random fields
- statistical models
- parameter estimation algorithm
- maximum likelihood
- posterior distribution
- linear regression
- approximate inference
- model selection
- markov random field
- queue length
- queueing networks
- cross validation
- monte carlo
- em algorithm
- log likelihood
- structure learning
- optical flow
- arrival rate
- image sequences
- support vector
- heavy traffic
- higher order
- expectation maximization