Maximum likelihood estimation for multivariate observations of Markov sources.
Louis A. LiporacePublished in: IEEE Trans. Inf. Theory (1982)
Keyphrases
- maximum likelihood estimation
- multivariate gaussian
- maximum likelihood
- em algorithm
- parameter estimation
- probability distribution
- mixture of gaussians
- expectation maximization
- markov chain
- dependence structure
- regression model
- density function
- probability density
- multivariate time series
- statistical models
- minimum classification error
- conditional independence
- distance function
- distance measure
- state space