Expectation-Maximization Algorithm for the Calibration of Complex Simulator Using a Gaussian Process Emulator
نویسندگان
چکیده
منابع مشابه
The Expectation Maximization Algorithm
This note represents my attempt at explaining the EM algorithm (Hartley, 1958; Dempster et al., 1977; McLachlan and Krishnan, 1997). This is just a slight variation on TomMinka’s tutorial (Minka, 1998), perhaps a little easier (or perhaps not). It includes a graphical example to provide some intuition. 1 Intuitive Explanation of EM EM is an iterative optimizationmethod to estimate some unknown ...
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ژورنال
عنوان ژورنال: Entropy
سال: 2020
ISSN: 1099-4300
DOI: 10.3390/e23010053