Minimum Message Length Order Selection and Parameter Estimation of Moving Average Models.
Daniel F. SchmidtPublished in: Algorithmic Probability and Friends (2011)
Keyphrases
- parameter estimation
- moving average
- random fields
- autoregressive
- maximum likelihood
- statistical models
- model selection
- expectation maximization
- least squares
- minimum message length
- em algorithm
- model fitting
- markov random field
- parameter estimation algorithm
- estimation problems
- maximum likelihood estimation
- bayesian networks
- image sequences