An algorithm for estimating the unknown parameter of the Gibbs distribution based on the stochastic quasi-gradient method

DOI10.1007/S10559-023-00637-4OpenAlexW4389322499MaRDI QIDQ6198102

O. S. Samosonok

Publication date: 20 February 2024

Published in: Cybernetics and Systems Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10559-023-00637-4

zbMATH Keywords

parameter estimationmaximum likelihood estimationGibbs distributionMarkov random fieldsstochastic quasi-gradient method

Mathematics Subject Classification ID

Mathematical programming (90Cxx) Inference from stochastic processes (62Mxx) Special processes (60Kxx)

Cites Work

• On Markov stochastic processes with local interaction for solving some applied problems
• Analysis of empirical estimates obtained for Gibbs distribution parameters by the maximum likelihood method
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