Algorithm 963: Estimation of Stochastic Covariance Models using a Continuum of Moment Conditions.
Marcos EscobarBenedikt RudolphRudi ZagstPublished in: ACM Trans. Math. Softw. (2016)
Keyphrases
- estimation algorithm
- optimal solution
- times faster
- monte carlo
- parameter estimation
- computationally efficient
- parametric models
- search space
- significant improvement
- dynamic programming
- probabilistic model
- objective function
- estimation accuracy
- optimization algorithm
- linear programming
- worst case
- experimental evaluation
- multiple models
- expectation maximization
- computational complexity
- recognition algorithm
- bayesian framework
- tree structure
- detection algorithm
- computational cost
- theoretical analysis
- clustering method
- np hard
- convergence rate
- cost function
- learning algorithm
- em algorithm