Fitting timeseries by continuous-time Markov chains: A quadratic programming approach.

Daan Crommelin Eric Vanden-Eijnden

Published in: J. Comput. Phys. (2006)

Keyphrases

quadratic programming
continuous time markov chains
markov processes
linear programming
poisson distribution
numerically stable
support vector machine
markov chain
markov process
least squares
ls svm
machine learning
maximum likelihood
parameter estimation