Author/Authors :
Kannan، نويسنده , , A.، نويسنده , , Ostendorf، نويسنده , , M.، نويسنده , , Karl، نويسنده , , W.C.، نويسنده , , Castanon، نويسنده , , D.A.، نويسنده , , Fish، نويسنده , , R.K.، نويسنده ,
Abstract :
An algorithm for estimation of the parameters of a multiscale
stochastic process based on scale-recursive dynamics on trees is presented.
The expectation-maximization algorithm is used to provide maximum
likelihood estimates for the general case of a nonhomogeneous tree
with no fixed structure for the process dynamics. Experimental results are
presented using synthetic data.
