Model engines


Note:    In the following sections, vectors are denoted by bold letters, and a realization of a random variable/vector is represented by its corresponding lower-case letter. Refer to “Notations” for a list symbols used.

Parametric versus Nonparametric

Mathematical Difference of Methods

Comparative Summary Table of Methods

Parametric Methods

Laplacian-Approximation-Based Algorithms

FO

FOCE

Laplacian

Adaptive Gaussian Quadrature

Expectation Maximization-Based Algorithms

QRPEM

IT2S-EM

Nonparametric Methods

Naive pooled engine

Nonparametric adaptive grid search


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