JOURNAL ARTICLE
Particle methods for maximum likelihood estimation in latent variable models
Adam M. JohansenRandal DoucManuel Davy
Year: 2007 Journal: Statistics and Computing Vol: 18 (1)Pages: 47-57 Publisher: Springer Science+Business Media
Keywords:
Expectation–maximization algorithm Latent variable Monte Carlo method Maximum likelihood sequence estimation Latent variable model Markov chain Monte Carlo Particle filter Maximum likelihood Mathematics Algorithm Computer science Estimation theory Likelihood function Statistics Mathematical optimization
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80
Cited By
11.25
FWCI (Field Weighted Citation Impact)
24
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0.99
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Citation History
Topics
Bayesian Methods and Mixture Models
Physical Sciences → Computer Science → Artificial Intelligence
Statistical Methods and Bayesian Inference
Physical Sciences → Mathematics → Statistics and Probability
Markov Chains and Monte Carlo Methods
Physical Sciences → Mathematics → Statistics and Probability
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