An EM Algorithm for Continuous-time Bivariate Markov Chains
Brian L. MarkYariv EphraimPublished in: CoRR (2011)
Keyphrases
- markov chain
- em algorithm
- expectation maximization
- mixture model
- finite state
- maximum likelihood
- markov processes
- generative model
- transition probabilities
- parameter estimation
- random walk
- gaussian mixture model
- markov process
- stationary distribution
- incomplete data
- state space
- hyperparameters
- maximum likelihood estimation
- transition matrix
- gaussian mixture
- hidden variables
- density estimation
- gibbs sampling
- maximum a posteriori
- expectation maximisation
- penalized likelihood
- probability density function
- mixture modeling
- image segmentation
- feature selection
- log likelihood
- markov chain monte carlo
- unsupervised learning
- pairwise