Pattern maximum likelihood estimation of finite-state discrete-time Markov chains.
Shashank VatedkaPascal O. VontobelPublished in: ISIT (2016)
Keyphrases
- finite state
- markov chain
- maximum likelihood estimation
- steady state
- maximum likelihood
- em algorithm
- monte carlo method
- parameter estimation
- probability distribution
- markov processes
- stochastic process
- stationary distribution
- random walk
- markov process
- pattern matching
- transition probabilities
- expectation maximization
- state space
- average cost
- markov decision processes
- sufficient conditions
- feature selection
- transition matrix