The following pages link to Iain L. MacDonald (Q2068899):
Displayed 19 items.
- Sequential quantiles via Hermite series density estimation (Q89436) (← links)
- (Q521316) (redirect page) (← links)
- Is EM really necessary here? Examples where it seems simpler not to use EM (Q2068900) (← links)
- Letter to the editor: Fitting a folded normal distribution without EM (Q2078797) (← links)
- Rejoinder: Fitting a folded normal distribution without EM (Q2078799) (← links)
- A coarse-grained Markov chain is a hidden Markov model (Q2137635) (← links)
- Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one (Q2143292) (← links)
- Modeling Time Series of Animal Behavior by Means of a Latent‐State Model with Feedback (Q3530099) (← links)
- (Q4272718) (← links)
- (Q4686950) (← links)
- (Q4859975) (← links)
- (Q4864761) (← links)
- Hidden Markov Models and Animal Behaviour (Q4865270) (← links)
- Numerical Maximisation of Likelihood: A Neglected Alternative to EM? (Q4968598) (← links)
- A Time-Series Model for Underdispersed or Overdispersed Counts (Q5869300) (← links)
- Even More Direct Calculation of the Variance of a Maximum Penalized-Likelihood Estimator (Q5884419) (← links)
- Models for count data (Q5885464) (← links)
- Hidden Markov Models for Time Series (Q5890752) (← links)
- Hidden Markov Models for Time Series (Q5901552) (← links)