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Fitting timeseries by continuous-time Markov chains: A quadratic programming approach.
Daan Crommelin
Eric Vanden-Eijnden
Published in:
J. Comput. Phys. (2006)
Keyphrases
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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