Estimation of Granger Causality of State-Space Models using a Clustering with Gaussian Mixture Model.
Nattaporn Plub-inJitkomut SongsiriPublished in: SMC (2019)
Keyphrases
- gaussian mixture model
- state space
- mixture model
- probabilistic model
- clustering algorithm
- parameter estimation
- prior knowledge
- maximum likelihood
- expectation maximization
- maximum likelihood criterion
- data points
- em algorithm
- model selection
- pairwise
- feature space
- background subtraction
- bayesian information criterion
- impulse response
- image sequences