Particle Smoothing in Continuous Time: A Fast Approach via Density Estimation.
Lawrence MurrayAmos J. StorkeyPublished in: IEEE Trans. Signal Process. (2011)
Keyphrases
- density estimation
- mixture model
- probability density function
- markov chain
- probability density
- state space
- nonparametric density estimation
- density function
- outlier detection
- em algorithm
- mixture modeling
- kernel density estimation
- density estimates
- parzen window
- expectation maximization
- pairwise
- databases
- principal component analysis
- multi class
- density estimators
- kernel density estimator
- data sets