State-Space Models: From the EM Algorithm to a Gradient Approach
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Publication:3440432
DOI10.1162/neco.2007.19.4.1097zbMath1118.68123WikidataQ47458799 ScholiaQ47458799MaRDI QIDQ3440432
Tue Lehn-Schiøler, Rasmus Kongsgaard Olsson, Karen Petersen
Publication date: 22 May 2007
Published in: Neural Computation (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1162/neco.2007.19.4.1097
68T05: Learning and adaptive systems in artificial intelligence
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Cites Work
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Accelerating cyclic update algorithms for parameter estimation by pattern searches
- Mixture Densities, Maximum Likelihood and the EM Algorithm
- Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
- Mean-Field Approaches to Independent Component Analysis
- Conjugate Gradient Acceleration of the EM Algorithm
- A Class of Methods for Solving Nonlinear Simultaneous Equations