Forward interest rate curves in discrete time settings driven by random fields.
József GállGyula PapMartien C. A. van ZuijlenPublished in: Comput. Math. Appl. (2006)
Keyphrases
- random fields
- markov processes
- markov random field
- maximum entropy
- parameter estimation
- non stationary
- conditional random fields
- random field models
- probabilistic model
- textured images
- autoregressive
- random field model
- gibbs sampler
- potential functions
- markov random field model
- markov chain
- machine learning
- image segmentation
- least squares
- active learning
- image restoration
- em algorithm
- expectation maximization
- pseudo likelihood
- nonparametric density estimation