A Robust Model and its EM Algorithm for the Estimation of the Multifractality Parameter.
Lorena LeonHerwig WendtJean-Yves TourneretPatrice AbryPublished in: EUSIPCO (2023)
Keyphrases
- em algorithm
- parameter estimation
- maximum likelihood estimation
- expectation maximization
- gaussian mixture
- likelihood function
- maximum likelihood
- hidden variables
- probabilistic model
- mixture model
- expectation maximisation
- log likelihood
- gibbs sampling
- density estimation
- update equations
- probabilistic principal component analysis
- bayesian model selection
- image sequences
- map estimation
- bayesian framework
- maximum a posteriori
- kalman filter
- high dimensional
- pairwise