Analysis of a nonlinear importance sampling scheme for Bayesian parameter estimation in state-space models.
Joaquín MíguezInés P. MariñoManuel A. VázquezPublished in: Signal Process. (2018)
Keyphrases
- parameter estimation
- maximum likelihood
- statistical models
- posterior distribution
- random fields
- least squares
- model selection
- model fitting
- state space
- markov random field
- em algorithm
- approximate inference
- estimation problems
- expectation maximization
- parameter estimation algorithm
- markov chain monte carlo
- parameter estimates
- parameter values
- structure learning
- markov fields
- image sequences
- bayesian model selection
- variational inference
- markov chain
- bayesian networks