Covariance tapering for multivariate Gaussian random fields estimation.
Moreno BevilacquaAlessandro FassòCarlo GaetanEmilio PorcuDaira VelandiaPublished in: Stat. Methods Appl. (2016)
Keyphrases
- random fields
- multivariate gaussian
- maximum likelihood estimation
- parameter estimation
- covariance matrix
- random field models
- non stationary
- maximum likelihood
- em algorithm
- conditional random fields
- maximum entropy
- markov random field
- least squares
- autoregressive
- probabilistic model
- random field model
- pseudo likelihood
- nonparametric density estimation
- gaussian distribution
- expectation maximization
- model selection
- gibbs sampler
- sample size
- approximate inference
- probability distribution
- graph cuts
- higher order
- principal component analysis
- upper bound
- feature extraction
- machine learning