| Title |
EM algoritmas bendram Gauso modeliui su paslėptaisiais kintamaisiais / |
| Translation of Title |
The EM algorithm for general Gaussian model with latent variables. |
| Authors |
Radavičius, Marijus |
| DOI |
10.15388/LMR.2010.76 |
| Full Text |
|
| Is Part of |
Lietuvos matematikos rinkinys : Lietuvos matematikų draugijos darbai.. Vilnius. 2010, t. 51, p. 420-425.. ISSN 0132-2818. eISSN 2335-898X |
| Keywords [eng] |
EM algorithm ; Gaussian regression ; nonlinear transform ; maximum likelihood estimator |
| Abstract [eng] |
The problem of estimating parameters of Gaussian vector when only its (nonlinear) transformation is observed is addressed. The EM algorithm equations to calculate maximum likelihood estimator are derived. In particular, closed-form formulas of the EM algorithm are derived in the case when only the minimum of two endogenous variables satisfying Gaussian regression model is observed. |
| Published |
Vilnius |
| Type |
Conference paper |
| Language |
Lithuanian |
| Publication date |
2010 |
| CC license |
|
