On-Line Parameter Estimation in General State-Space Models.
Christophe AndrieuArnaud DoucetVladislav Z. B. TadicPublished in: CDC/ECC (2005)
Keyphrases
- parameter estimation
- statistical models
- model selection
- random fields
- maximum likelihood
- state space
- markov random field
- least squares
- model fitting
- expectation maximization
- em algorithm
- parameter estimation algorithm
- posterior distribution
- estimation problems
- parameter values
- special case
- maximum likelihood estimation
- approximate inference
- parameter estimates
- parameters estimation
- experimental data
- statistical model
- higher order
- markov chain monte carlo
- dynamic programming
- feature selection