Identifiability of discrete input–output hidden Markov models with external signals-Reference-Cited by-同舟云学术

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Identifiability of discrete input–output hidden Markov models with external signals

Published:2023-12-20 Issue:1 Volume:34 Page:
ISSN:0960-3174
Container-title:Statistics and Computing
language:en
Short-container-title:Stat Comput

Author:

David Étienne,Bellot Jean,Le Corff Sylvain,Lehéricy Luc

Publisher

Springer Science and Business Media LLC

Subject

Computational Theory and Mathematics,Statistics, Probability and Uncertainty,Statistics and Probability,Theoretical Computer Science

Link

https://link.springer.com/content/pdf/10.1007/s11222-023-10364-7.pdf

Reference34 articles.

1. Andrieu, C., Doucet, A.: Online Expectation–Maximization type algorithms for parameter estimation in general state space models. In: 2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings.(ICASSP’03). IEEE, pp. VI–69. https://doi.org/10.1109/ICASSP.2003.1201620 (2003)

2. Baum, L.E., Petrie, T.: Statistical inference for probabilistic functions of finite state Markov chains. Ann. Math. Stat. 37(6), 1554–1563 (1966). https://doi.org/10.1214/aoms/1177699147

3. Bengio, Y., Frasconi, P.: An input output HMM architecture. In: Tesauro, G., Touretzky, D., Leen, T. (eds.) Advances in Neural Information Processing Systems, vol. 7. MIT Press, Cambridge (1994). https://doi.org/10.5555/2998687.2998740

4. Bengio, Y., Lauzon, V.P., Ducharme, R.: Experiments on the application of iohmms to model financial returns series. IEEE Trans. Neural Netw. 12(1), 113–123 (2001). https://doi.org/10.1109/72.896800

5. Cappé, O., Moulines, É.: Online expectation–maximization algorithm for latent data models. J. R. Stat. Soc. Ser. B (Stat. Methodol.) 71(3), 593–613 (2009). https://doi.org/10.1111/j.1467-9868.2009.00698.x

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