Online EM algorithm for jump Markov systems.
Carsten FritscheEmre ÖzkanFredrik GustafssonPublished in: FUSION (2012)
Keyphrases
- em algorithm
- expectation maximization
- mixture model
- maximum likelihood
- parameter estimation
- gaussian mixture model
- maximum likelihood estimation
- markov chain
- likelihood function
- incomplete data
- log likelihood
- mixture modeling
- expectation maximisation
- probability density function
- generative model
- likelihood maximization
- image segmentation
- gaussian mixture
- probabilistic model
- finite mixtures
- penalized likelihood
- message passing
- model based clustering
- hidden variables
- distributed systems
- high dimensional