Maximum likelihood inference for a class of discrete-time Markov switching time series models with multiple delays.
José. A. Martínez-OrdoñezJavier López-SantiagoJoaquín MíguezPublished in: EURASIP J. Adv. Signal Process. (2024)
Keyphrases
- maximum likelihood
- markov chain
- markov processes
- prior knowledge
- probabilistic model
- neural network
- structured prediction
- statistical models
- hyperparameters
- potential functions
- bayesian inference
- box jenkins
- linear dynamical systems
- semi markov
- inference process
- markov process
- probabilistic inference
- expectation maximization
- image segmentation
- decision trees