Online expectation-maximization type algorithms for parameter estimation in general state space models.
Christophe AndrieuArnaud DoucetPublished in: ICASSP (6) (2003)
Keyphrases
- parameter estimation
- expectation maximization
- em algorithm
- estimation problems
- maximum likelihood
- statistical models
- model selection
- state space
- probabilistic model
- markov random field
- random fields
- markov chain monte carlo
- least squares
- model fitting
- maximum likelihood estimation
- parameter values
- posterior distribution
- gibbs sampling
- structure learning
- parameter estimation algorithm
- image processing
- generative model
- dynamic programming
- special case
- image segmentation
- probability density function
- mixture model
- approximate inference
- probability distribution
- search space
- parameters estimation
- learning algorithm