Computational issues in parameter estimation for hidden Markov models with template model builder-Reference-Cited by-同舟云学术

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Computational issues in parameter estimation for hidden Markov models with template model builder

Published:2023-07-02 Issue:18 Volume:93 Page:3421-3457
ISSN:0094-9655
Container-title:Journal of Statistical Computation and Simulation
language:en
Short-container-title:Journal of Statistical Computation and Simulation

Author:

Bacri Timothée¹,Berentsen Geir D.²,Bulla Jan¹³,Støve Bård¹

Affiliation:

1. Department of Mathematics, University of Bergen, Bergen, Norway

2. Department of Business and Management Science, Norwegian School of Economics, Bergen, Norway

3. Department of Psychiatry and Psychotherapy, University of Regensburg, Regensburg, Germany

Funder

GENDER-Net Co-Plus Fund

Norwegian Research Council

Publisher

Informa UK Limited

Subject

Applied Mathematics,Statistics, Probability and Uncertainty,Modeling and Simulation,Statistics and Probability

Link

https://www.tandfonline.com/doi/pdf/10.1080/00949655.2023.2226788

Reference75 articles.

1. Hidden Markov Models for Speech Recognition

2. Statistical Inference for Probabilistic Functions of Finite State Markov Chains

3. An introduction to hidden Markov models

4. A tutorial on hidden Markov models and selected applications in speech recognition

5. Bayesian Restoration of Single-Channel Patch Clamp Recordings

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1. Testing for time‐varying nonlinear dependence structures: Regime‐switching and local Gaussian correlation;Scandinavian Journal of Statistics;2024-07-28

2. A Combined Approach for Predicting the Distribution of Harmful Substances in the Atmosphere Based on Parameter Estimation and Machine Learning Algorithms;Computation;2023-12-10

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