Maximum Entropy Expectation-Maximization Algorithm for Fitting Latent-Variable Graphical Models to Multivariate Time Series.
Said MaananBogdan DumitrescuCiprian Doru GiurcaneanuPublished in: Entropy (2018)
Keyphrases
- expectation maximization
- probabilistic model
- graphical models
- maximum entropy
- latent variables
- em algorithm
- conditional random fields
- factor graphs
- bayesian networks
- graph structure
- k means
- parameter estimation
- multivariate time series
- conditional independence
- random variables
- belief propagation
- learning algorithm
- approximate inference
- similarity measure
- random fields
- maximum likelihood
- supervised learning
- least squares