Information geometry approach to parameter estimation in Markov chains.
Masahito HayashiShun WatanabePublished in: ISIT (2014)
Keyphrases
- parameter estimation
- markov chain
- information geometry
- fisher information
- information theory
- maximum likelihood
- statistical models
- least squares
- markov random field
- model selection
- em algorithm
- state space
- information theoretic
- random fields
- bregman divergences
- markov chain monte carlo
- exponential family
- maximum likelihood estimation
- approximate inference
- expectation maximization
- structure learning
- image processing
- posterior distribution
- probability density function
- search space
- kullback leibler divergence
- belief propagation
- computer vision