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Smoothed additive functionals as (2) are crucial for maximum likelihood inference of latent data models.
The original algorithm cannot be used in the case of partially observed stochastic differential equations since the transition density of the latent data is usually unknown.
However, if the latent data satisfies the statistical independence assumption, which is reasonable in many applications, meaningful HO arrays can be built by resorting to HO statistics (HOS) of the data [4].
See [7, Chapters 10 and 11], [19, 23, 24, 31] for further references on the use of these smoothed expectations of additive functionals applied to maximum likelihood parameter inference in latent data models.
Periodical triangular function is used in this paper to fit the available latent data so as to judge the variation period and more accurately fit the actual latency data.
Let Y* denote the collection of all latent data.
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Standard computational tools do not put the focus here and may ignore latent information in the data as a result.
In fact, going with such approaches could cause a loss of potentially useful latent information in the data.
Since all of these variables were collected through the questionnaire survey of individuals, latent variables data are the basis for the multivariate analysis, as later discussed.
Full distributions superimposed onto histograms of latent period data are shown in Figure 3.
With only a few latent variables, data can be graphically displayed and the key contributing attributes to the total explained variation is easily interpreted.
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