Unbiased Estimation of the Gradient of the Log-Likelihood for a Class of Continuous-Time State-Space Models.

Marco Ballesio Ajay Jasra

Published in: CoRR (2021)

Keyphrases

log likelihood
state space
dynamical systems
density estimation
exponential family
probabilistic model
parameter estimation
statistical models
information retrieval
high dimensional
image analysis
dynamic programming
maximum likelihood
markov chain
em algorithm
maximum likelihood estimation