Comparison of market parameters for jump-diffusion distributions using multinomial maximum likelihood estimation.
Floyd B. HansonZongwu ZhuPublished in: CDC (2004)
Keyphrases
- maximum likelihood estimation
- em algorithm
- multivariate gaussian
- maximum likelihood
- expectation maximization
- probability distribution
- probability density
- exponential family
- parameter estimation
- mixture model
- mixture of gaussians
- generative model
- density function
- probability density function
- dirichlet distribution
- likelihood function
- probabilistic model
- boltzmann machine
- log likelihood function
- random variables
- gaussian mixture model
- image segmentation
- machine learning
- minimum classification error
- gaussian mixture
- bayesian framework
- text classification
- higher order
- least squares
- state space
- knowledge discovery
- image processing