Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis (Q5215017)

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scientific article; zbMATH DE number 7163659
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Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis
scientific article; zbMATH DE number 7163659

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    Forward-reverse expectation-maximization algorithm for Markov chains: convergence and numerical analysis (English)
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    5 February 2020
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    expectation-maximization algorithm
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    Markov chain estimation
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    forward-reverse representation
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    maximum likelihood estimation
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    Monte Carlo simulation
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