An EM Algorithm for Markov Modulated Markov Processes.
Yariv EphraimWilliam J. J. RobertsPublished in: IEEE Trans. Signal Process. (2009)
Keyphrases
- markov processes
- em algorithm
- markov modulated
- poisson process
- expectation maximization
- mixture model
- maximum likelihood
- markov chain
- parameter estimation
- markov process
- random fields
- stochastic processes
- gaussian mixture model
- maximum likelihood estimation
- non stationary
- generative model
- arrival rate
- hyperparameters
- incomplete data
- steady state
- hidden variables
- variational approximation
- probabilistic model
- transition probabilities
- gaussian process
- computer vision