A particle algorithm for sequential Bayesian parameter estimation and model selection.
Dominic S. LeeNicholas K. K. ChiaPublished in: IEEE Trans. Signal Process. (2002)
Keyphrases
- parameter estimation
- model selection
- expectation maximization
- maximum likelihood
- bayesian model selection
- posterior distribution
- parameter estimation algorithm
- cross validation
- bayesian learning
- least squares
- em algorithm
- bayesian methods
- markov chain monte carlo
- hyperparameters
- statistical models
- parameter values
- motion segmentation
- machine learning
- marginal likelihood
- selection criterion
- markov random field
- regression model
- mixture model
- probabilistic model
- posterior probability
- gaussian process
- variable selection
- random fields
- approximate inference
- sample size
- bayesian inference
- statistical inference
- k means
- parameter determination
- model selection criteria
- bayesian networks