Score-Based Parameter Estimation for a Class of Continuous-Time State Space Models.
Alexandros BeskosDan CrisanAjay JasraNikolas KantasHamza M. RuzayqatPublished in: CoRR (2020)
Keyphrases
- parameter estimation
- state space
- statistical models
- model selection
- maximum likelihood
- random fields
- least squares
- model fitting
- markov random field
- parameter estimation algorithm
- approximate inference
- expectation maximization
- estimation problems
- maximum likelihood estimation
- parameter values
- parameter estimates
- em algorithm
- reinforcement learning
- posterior distribution
- markov chain monte carlo
- stochastic processes
- markov chain
- position estimation
- image processing
- stochastic logic programs
- generative model
- probabilistic model
- dynamic programming
- three dimensional