Online Bayesian group sparse parameter estimation using a generalized inverse Gaussian Markov chain.
Konstantinos E. ThemelisAthanasios A. RontogiannisKonstantinos KoutroumbasPublished in: EUSIPCO (2015)
Keyphrases
- parameter estimation
- markov chain
- maximum likelihood
- markov fields
- posterior distribution
- monte carlo method
- markov chain monte carlo
- steady state
- least squares
- em algorithm
- random walk
- monte carlo
- markov random field
- model selection
- gibbs sampling
- random fields
- maximum likelihood estimation
- bayesian learning
- stationary distribution
- markov model
- transition probabilities
- monte carlo simulation
- state space
- expectation maximization
- approximate inference
- gaussian distribution
- parameter estimation algorithm
- unsupervised image segmentation
- iterative conditional estimation
- high dimensional
- generalized gaussian
- gaussian mixture model
- bayesian model selection
- maximum a posteriori
- transition matrix
- likelihood function
- prior model
- posterior probability
- higher order
- bayesian networks