Generator estimation of Markov jump processes (Q2462457)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Generator estimation of Markov jump processes |
scientific article |
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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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