Markov chain Monte Carlo (MCMC) method for parameter estimation of nonlinear dynamical systems.
Muhammad Javvad ur RehmanSarat Chandra DassVijanth Sagayan AsirvadamPublished in: ICSIPA (2015)
Keyphrases
- parameter estimation
- markov chain monte carlo
- posterior distribution
- gibbs sampling
- maximum likelihood
- em algorithm
- model selection
- markov chain
- markov random field
- approximate inference
- least squares
- random fields
- bayesian inference
- energy function
- structure learning
- monte carlo
- cross validation
- posterior probability
- data association
- image processing
- expectation maximization
- dynamic programming