Generator estimation of Markov jump processes (Q2462457): Difference between revisions

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Revision as of 08:14, 5 March 2024

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Generator estimation of Markov jump processes
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    Generator estimation of Markov jump processes (English)
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    30 November 2007
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    Markov jump process
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    generator estimation
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    embedding problem
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    EM-algorithm
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    maximum likelihood
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    expectation-maximization (EM) algorithm
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    comparison of method
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    numerical examples
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