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参考资料: Little R J A,Rubin D B.Statistical Analysis with Missing Data[M】.New York:Wiley and Sons,Inc.1987. Zhao Z,Huang B,Liu F.Parameter estimation in batch process using EM algorithm with particle filter[J].Computers&Chemical Engineering,2013, 57:159-172.bibitembibl4 Delyon B,Lavie...
期望最大算法(Expectation Maximization Algorithm,EM)是一种迭代算法,可用于含有隐变量或缺失数据的概率模型参数的极大似然估计方法。每次迭代由两个核心步骤组成:求期望步(Expection,E-Step)和最大化步(Maximization,M-Step)。E步利用当前的参数估计值(初次迭代时需要赋予一个初始化参数)来计算出缺失变量的后验概率(...
1、总述 期望最大(Expectation Maximization)算法是一种从不完全数据或有数据丢失的数据集(存在隐含变量)中求解概率模型参数的最大似然估计方法。EM算法是机器学习十大算法之一,或许确实是因它在实际中的效果很好吧。 演示 2、定义 EM算法,全称Expectation Maximization Algorithm,译作最大期望化算法或期望最大算法,它...
useful in the case with missing data or latent variables(在有丢失数据或者潜变量的时候很有用)我们先从一个例子看一下前置,极大似然估计,但注意,这里我们包含了隐藏变量. Eg.1. 让我们开始我们的故事吧:你在一家医疗机构工作,同时你有一项研究任务,那就是统计脑子被门挤了的病人的存活时间(在我们的故事里...
missing data interpolation algorithm. Compare with shortcomings and low prediction accuracy of mean interpolation, special values of interpolation, and the complete portfolio of common methods of interpolation, experimental results show us the effectiveness and high accuracy of EM algorithm. Keywords: ...
EM algorithmmissing dataspatial autoregressive modelsspatial-errors models62H11Maximum likelihood (ML) estimation with spatial econometric models is a long-standing problem that finds application in several areas of economic importance. The problem is particularly challenging in the presence of missing data...
Keywords:nonlinearprocess;LPVsystem;multiplemodels;missingdata;EMalgorithm;parameterestimation 引言 非线性过程的建模一直是学术界和工业界的 关注焦点。过去几十年,非线性过程建模技术得到 了极大发展,归纳起来,主要包括黑箱建模和机理 建模方法。黑箱建模方法通过分析过程的历史数据, ...
期望最大算法(Expectation Maximization Algorithm,EM)是一种迭代算法,可用于含有隐变量或缺失数据的概率模型参数的极大似然估计方法。每次迭代由两个核心步骤组成:求期望步(Expection,E-Step)和最大化步(Maximization,M-Step)。E步利用当前的参数估计值(初次迭代时需要赋予一个初始化参数)来计算出缺失变量的后验概率...
Monte Carlo EM algorithm in logistic linear models involving non-ignorable missing dataParkJ. S.QianG. Q.JunY.APPLIED MATHEMATICS AND COMPUTATION -ELSEVIER-Jeong-Soo Park,Guoqi Q Qian,Yuna Jun.Monte Carlo EM algorithm in logistic linear models involving non-ignorable missing data. Journal of ...