State-Space Models: From the EM Algorithm to a Gradient Approach

DOI10.1162/NECO.2007.19.4.1097MaRDI QIDQ3440432zbMATH OpenOpenAlexDBLPWikidataFDO

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

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05)

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• scientific article; zbMATH DE number 739537

Cites work

• A Class of Methods for Solving Nonlinear Simultaneous Equations
• AN APPROACH TO TIME SERIES SMOOTHING AND FORECASTING USING THE EM ALGORITHM
• Accelerating cyclic update algorithms for parameter estimation by pattern searches
• Computational aspects of maximum likelihood estimation and reduction in sensitivity function calculations
• Conjugate Gradient Acceleration of the EM Algorithm
• Mean-Field Approaches to Independent Component Analysis
• Mixture Densities, Maximum Likelihood and the EM Algorithm

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
• Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method
• Dynamic learning with the EM algorithm for neural networks
• 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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• UCMINF

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