State-Space Models: From the EM Algorithm to a Gradient Approach
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Publication:3440432
DOI10.1162/NECO.2007.19.4.1097zbMATH Open1118.68123DBLPjournals/neco/OlssonPL07OpenAlexW2038119517WikidataQ47458799 ScholiaQ47458799MaRDI QIDQ3440432FDOQ3440432
Authors: Rasmus Kongsgaard Olsson, Karen Petersen, Tue Lehn-Schiøler 
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
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Cites Work
- Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
- AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
- Mixture Densities, Maximum Likelihood and the EM Algorithm
- Conjugate Gradient Acceleration of the EM Algorithm
- Accelerating cyclic update algorithms for parameter estimation by pattern searches
- A Class of Methods for Solving Nonlinear Simultaneous Equations
- Mean-Field Approaches to Independent Component Analysis
Cited In (9)
- Efficient computation of the maximum a posteriori path and parameter estimation in integrate-and-fire and more general state-space models
- On identification of FIR systems having quantized output data
- \(q\)-state space least mean family of algorithms
- A numerically efficient implementation of the expectation maximization algorithm for state space models
- Dynamic learning with the EM algorithm for neural networks
- Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method
- A new look at state-space models for neural data
- Encoding of brain state changes in local field potentials modulated by motor behaviors
- Efficient inference in state-space models through adaptive learning in online Monte Carlo expectation maximization
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