An EM Algorithm for the Time-Variant Vector Hawkes Process.
Syed Ahmed PashaVictor SoloBoris I. GodoyPublished in: CDC (2020)
Keyphrases
- em algorithm
- expectation maximization
- mixture model
- maximum likelihood
- gaussian mixture model
- maximum likelihood estimation
- parameter estimation
- generative model
- incomplete data
- probability density function
- expectation maximisation
- multi modal
- log likelihood
- probabilistic model
- density estimation
- unsupervised learning
- hidden variables
- likelihood function
- mixture distribution
- log likelihood function