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Convergence of a Particle-based Approximation of the Block Online
  Expectation Maximization Algorithm
v1v2v3 (latest)

Convergence of a Particle-based Approximation of the Block Online Expectation Maximization Algorithm

5 November 2011
Sylvain Le Corff
G. Fort
ArXiv (abs)PDFHTML

Papers citing "Convergence of a Particle-based Approximation of the Block Online Expectation Maximization Algorithm"

5 / 5 papers shown
Mini-batch learning of exponential family finite mixture models
Mini-batch learning of exponential family finite mixture modelsStatistics and computing (Stat. Comput.), 2019
Hien Nguyen
F. Forbes
Geoffrey J. McLachlan
224
28
0
09 Feb 2019
On the two-filter approximations of marginal smoothing distributions in
  general state space models
On the two-filter approximations of marginal smoothing distributions in general state space models
T. Nguyen
Sylvain Le Corff
Eric Moulines
211
8
0
27 May 2016
An efficient particle-based online EM algorithm for general state-space
  models
An efficient particle-based online EM algorithm for general state-space models
Jimmy Olsson
Johan Westerborn
305
7
0
17 Feb 2015
On Particle Methods for Parameter Estimation in State-Space Models
On Particle Methods for Parameter Estimation in State-Space Models
N. Kantas
Arnaud Doucet
Sumeetpal S. Singh
J. Maciejowski
Nicolas Chopin
517
469
0
30 Dec 2014
Online Expectation Maximization based algorithms for inference in hidden
  Markov models
Online Expectation Maximization based algorithms for inference in hidden Markov models
Sylvain Le Corff
G. Fort
389
31
0
19 Aug 2011
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