An MCMC Algorithm for Parameter Estimation in Signals with Hidden Intermittent Instability.
Nan ChenDimitrios GiannakisRadu HerbeiAndrew J. MajdaPublished in: SIAM/ASA J. Uncertain. Quantification (2014)
Keyphrases
- parameter estimation
- expectation maximization
- markov chain monte carlo
- em algorithm
- least squares
- markov random field
- model selection
- maximum likelihood
- model fitting
- parameter estimation algorithm
- gibbs sampling
- random fields
- maximum likelihood estimation
- data mining
- bayesian framework
- parameters estimation
- structure learning
- approximate inference
- posterior distribution
- probabilistic model
- pairwise
- similarity measure