posted on 2017-06-02, 17:28authored byDaniel Durstewitz
From top-left to bottom-right, estimates for: μ0,A,W,Σ,B,Γ. Note that most parameter estimates were highly accurate, although all state covariance matrices still had to be estimated as well (i.e., with the true states provided as initialization for the E-step). Bisectrix lines in black indicate identity.