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Efficient inference in state-space models through adaptive learning in online Monte Carlo expectation maximization
Expectation maximization (EM) is a technique for estimating maximum-likelihood parameters of a latent variable model given observed data by alternating between taking expectations of sufficient statistics, and maximizing the expected log likelihood. For situations where sufficient statistics are int...
| Autores principales: | , |
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| Formato: | Online Artículo Texto |
| Lenguaje: | English |
| Publicado: |
Springer Berlin Heidelberg
2019
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| Acceso en línea: | https://www.ncbi.nlm.nih.gov/pmc/articles/PMC7382664/ https://www.ncbi.nlm.nih.gov/pubmed/32764847 http://dx.doi.org/10.1007/s00180-019-00937-4 |