An online expectation-maximization algorithm for changepoint models

Journal of Computational and Graphical Statistics

Volumn 22, Issue 4, 2013, Pages 906-926

  Yildirim, Sinan ^a   Singh, Sumeetpal S ^b   Doucet, Arnaud ^c  

^a UNIVERSITY OF BRISTOL   (United Kingdom)

^b UNIVERSITY OF CAMBRIDGE   (United Kingdom)

^c UNIVERSITY OF OXFORD   (United Kingdom)

Author keywords

Particle filter; Recursive estimation; Smoothing; Stochastic approximation

Indexed keywords

EID: 84896806244     PISSN: 10618600     EISSN: 15372715     Source Type: Journal    
DOI: 10.1080/10618600.2012.674653     Document Type: Article

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