Maximum Likelihood Estimation by Monte Carlo Simulation: Toward Data-Driven Stochastic Modeling.
Yijie PengMichael C. FuBernd HeidergottHenry LamPublished in: Oper. Res. (2020)
Keyphrases
- maximum likelihood estimation
- monte carlo simulation
- data driven
- monte carlo
- maximum likelihood
- markov chain
- em algorithm
- parameter estimation
- probability distribution
- expectation maximization
- additive model
- multivariate gaussian
- mixture of gaussians
- boltzmann machine
- least squares
- density function
- var model
- particle filter
- knowledge discovery
- objective function