Generator estimation of Markov jump processes

Journal of Computational Physics

Volumn 227, Issue 1, 2007, Pages 353-375

  Metzner, P ^a   Dittmer, E ^a   Jahnke, T ^a   Schutte Ch ^a  

^a FREIE UNIVERSITÄT BERLIN   (Germany)

Author keywords

EM algorithm; Embedding problem; Generator estimation; Markov jump process; Maximum likelihood

Indexed keywords

BAYESIAN NETWORKS; CONTINUOUS TIME SYSTEMS; IMAGE SEGMENTATION; INFERENCE ENGINES; LEARNING SYSTEMS; MARKOV PROCESSES; MAXIMUM LIKELIHOOD ESTIMATION; MAXIMUM PRINCIPLE; MOLECULAR DYNAMICS;

CONTINOUS TIME; EM ALGORITHMS; EMBEDDING PROBLEMS; EXPECTATIONS MAXIMIZATION ALGORITHMS; GENERATOR ESTIMATION; INCOMPLETE DATA; MA XIMUM LIKELIHOODS; MARKOV JUMP PROCESS; MAXIMUM-LIKELIHOOD; PROCESS-BASED;

QUADRATIC PROGRAMMING;

EID: 35348831744     PISSN: 00219991     EISSN: 10902716     Source Type: Journal    
DOI: 10.1016/j.jcp.2007.07.032     Document Type: Article

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