Stacked Laplace-EM algorithm for duration models with time-varying and random effects.
Göran KauermannRonghui XuFlorin VaidaPublished in: Comput. Stat. Data Anal. (2008)
Keyphrases
- em algorithm
- random effects
- expectation maximization
- parameter estimation
- maximum likelihood
- mixed effects
- hidden variables
- mixture model
- incomplete data
- gaussian mixture
- probabilistic model
- generative model
- likelihood function
- hyperparameters
- gaussian mixture model
- expectation maximisation
- model selection
- log likelihood
- bayesian framework
- maximum a posteriori
- penalized likelihood
- probabilistic principal component analysis
- probability density function
- unsupervised learning
- hidden markov models
- statistical model
- linear models
- markov random field
- model based clustering
- mixture modeling
- bayesian networks
- finite mixture models
- image segmentation
- decision trees
- machine learning