35 search results - page 4 / 7 » Maximum-likelihood estimation of autoregressive models with ... |
112
Voted
TSP
2010
14 years 7 months ago
2010
Graphical models are a framework for representing and exploiting prior conditional independence structures within distributions using graphs. In the Gaussian case, these models are...
106
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DICTA
2009
14 years 10 months ago
2009
A number of problems in computer vision require the estimation of a set of matrices, each of which is defined only up to an individual scale factor and represents the parameters of...
130
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CORR
2010
Springer
14 years 11 months ago
2010
Springer
Gaussian graphical models are of great interest in statistical learning. Because the conditional independencies between different nodes correspond to zero entries in the inverse c...
125
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MA
2011
Springer
14 years 7 months ago
2011
Springer
The asymptotic properties of the quasi-maximum likelihood estimator (QMLE) of vector autoregressive moving-average (VARMA) models are derived under the assumption that the errors ...
CVPR
2007
IEEE
16 years 2 months ago
2007
IEEE
We introduce novel discriminative learning algorithms for dynamical systems. Models such as Conditional Random Fields or Maximum Entropy Markov Models outperform the generative Hi...