Likelihood Rate Based Estimation of Nonstationary Markov Models.
Harshal MaskeGirish ChowdharyPublished in: CDC (2018)
Keyphrases
- non stationary
- markov models
- markov model
- maximum entropy
- hidden markov models
- higher order
- fractional brownian motion
- autoregressive
- hidden state
- random fields
- conditional random fields
- adaptive algorithms
- instantaneous frequency
- gaussian markov random fields
- information retrieval
- empirical mode decomposition
- sequence prediction
- search space
- parameter estimation
- maximum likelihood
- bayesian inference
- posterior probability
- discrete valued