Parameter Estimation of Heavy-Tailed AR Model With Missing Data Via Stochastic EM.
Junyan LiuSandeep KumarDaniel P. PalomarPublished in: IEEE Trans. Signal Process. (2019)
Keyphrases
- parameter estimation
- em algorithm
- missing data
- maximum likelihood
- heavy tailed
- statistical models
- expectation maximization
- model selection
- probabilistic model
- markov random field
- random fields
- incomplete data
- least squares
- parameter estimation algorithm
- posterior distribution
- approximate inference
- generative model
- pairwise