AR model parameter estimation: from factor graphs to algorithms.
Sascha KorlHans-Andrea LoeligerAllen G. LindgrenPublished in: ICASSP (5) (2004)
Keyphrases
- parameter estimation
- em algorithm
- approximate inference
- random fields
- markov random field
- model selection
- factor graphs
- maximum likelihood
- expectation maximization
- least squares
- dynamic programming
- feature selection
- information extraction
- belief propagation
- message passing
- probabilistic model
- linear model
- maximum likelihood estimation
- structure learning
- parameter estimates
- similarity measure