Detecting homogenous predictors in high-dimensional panel model with an MCMC algorithm.
Ronghua LuoWei LanPublished in: Commun. Stat. Simul. Comput. (2017)
Keyphrases
- probabilistic model
- theoretical analysis
- mathematical model
- algorithm employs
- cost function
- objective function
- recognition algorithm
- high dimensional
- classification algorithm
- k means
- prior information
- expectation maximization
- energy function
- em algorithm
- monte carlo
- similarity measure
- tree structure
- kalman filter
- detection algorithm
- optimization algorithm
- parameter estimation
- maximum likelihood
- input data
- computational complexity
- learning algorithm
- dynamic programming
- optimal solution
- gibbs sampling
- bayesian inference
- parameter space
- noisy data
- posterior probability
- closed form
- least squares
- estimation algorithm
- matching algorithm
- particle swarm optimization
- low dimensional spaces