Parameter estimation of the intensity process of self-exciting point processes using the EM algorithm.
Hiroyuki MinoPublished in: IEEE Trans. Instrum. Meas. (2001)
Keyphrases
- parameter estimation
- em algorithm
- expectation maximization
- maximum likelihood
- mixture model
- maximum likelihood estimation
- likelihood function
- least squares
- generative model
- model selection
- markov random field
- point processes
- parameter estimation algorithm
- parameter learning
- structure learning
- gaussian mixture model
- gibbs sampling
- hyperparameters
- maximum a posteriori
- approximate inference
- gaussian mixture
- markov chain monte carlo
- expectation maximisation
- bayesian model selection
- feature selection
- maximum likelihood estimates
- monte carlo
- data model