Convergence of a Particle-Based Approximation of the Block Online Expectation Maximization Algorithm (Q4635204)

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scientific article; zbMATH DE number 6860000
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Convergence of a Particle-Based Approximation of the Block Online Expectation Maximization Algorithm
scientific article; zbMATH DE number 6860000

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    Convergence of a Particle-Based Approximation of the Block Online Expectation Maximization Algorithm (English)
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    16 April 2018
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    expectation maximization
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    hidden Markov models
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    online estimation
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    sequential Monte Carlo methods
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