Parameter estimation of regression model with AR(p) error terms based on skew distributions with EM algorithm.
Yetkin TuaçYesim GüneyOlcay ArslanPublished in: Soft Comput. (2020)
Keyphrases
- parameter estimation
- em algorithm
- regression model
- model selection
- expectation maximization
- maximum likelihood
- mixture model
- maximum likelihood estimation
- maximum likelihood estimates
- hyperparameters
- linear model
- gaussian mixture model
- mixture distribution
- approximate inference
- cross validation
- markov random field
- generative model
- random fields
- incomplete data
- posterior distribution
- gaussian mixture
- parameter learning
- parameter estimation algorithm
- sample size
- least squares
- likelihood function
- maximum a posteriori
- random variables
- hidden variables
- probabilistic model
- markov chain monte carlo
- exponential family
- log likelihood
- prior information
- joint distribution
- gaussian processes
- data mining
- closed form
- k means
- feature selection