Parameter estimation in stochastic scenario generation systems.

John M. Mulvey Daniel P. Rosenbaum Bala Shetty

Published in: Eur. J. Oper. Res. (1999)

Keyphrases

parameter estimation
maximum likelihood
least squares
model selection
statistical models
em algorithm
markov random field
parameter estimation algorithm
maximum likelihood estimation
model fitting
random fields
expectation maximization
parameter values
approximate inference
estimation problems