Maximum likelihood estimation in vector long memory processes via EM algorithm.
Jeffrey PaiNalini RavishankerPublished in: Comput. Stat. Data Anal. (2009)
Keyphrases
- maximum likelihood estimation
- em algorithm
- expectation maximization
- maximum likelihood
- mixture model
- parameter estimation
- likelihood function
- hyperparameters
- generative model
- incomplete data
- gaussian mixture
- maximum a posteriori
- log likelihood function
- gaussian mixture model
- expectation maximisation
- probabilistic model
- probability density
- mixture of gaussians
- finite mixture model
- pairwise
- model based clustering
- mixture modeling
- probability density function
- gibbs sampling
- density estimation
- image segmentation
- unsupervised learning
- feature vectors
- image sequences