TheexactlikelihoodfunctionofaGaussianvectorautoregressive-movingaverage(VARMA)model is evaluated in two nonstandard cases: (a) a parsimonious structured form, such as obtained in ...
We consider the problem of estimating the parameters of a Gaussian or binary distribution in such a way that the resulting undirected graphical model is sparse. Our approach is to...
Onureena Banerjee, Laurent El Ghaoui, Alexandre d'...
This paper treats a new approach to the problem of periodic signal estimation. The idea is to model the periodic signal as a function of the state of a second-order nonlinear ordi...
Standard methods for maximum likelihood parameter estimation in latent variable models rely on the Expectation-Maximization algorithm and its Monte Carlo variants. Our approach is ...
In this paper, a general method for the numerical solution of maximum-likelihood estimation (MLE) problems is presented; it adopts the deterministic learning (DL) approach to find ...