Probabilistic models, such as hidden Markov models or Bayesian networks, are commonly used to model biological data. Much of their popularity can be attributed to the existence of efficient and robust ...
The least absolute shrinkage and selection operator (Lasso) estimation of regression coefficients can be expressed as Bayesian posterior mode estimation of the regression coefficients under various ...
This paper shows that the Expectation-Maximization (EM) algorithm for regime-switching dynamic factor models provides satisfactory performance relative to other estimation methods and delivers a good ...