Nonparametric inference in hidden Markov models using P‐splines

DOI10.1111/BIOM.12282zbMath1390.62045arXiv1309.0423OpenAlexW2129784757WikidataQ41586968 ScholiaQ41586968MaRDI QIDQ3459954

Roland Langrock, Alexander Sohn, Thomas Kneib, Stacy L. DeRuiter

Publication date: 11 January 2016

Published in: Biometrics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1309.0423

zbMATH Keywords

maximum likelihoodhidden Markov modelsB-splinesP-splinesanimal movementpenalized smoothingforward algorithm

Mathematics Subject Classification ID

Applications of statistics to biology and medical sciences; meta analysis (62P10) Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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Uses Software

• SemiPar
• ConfBands

Cites Work

• Selecting hidden Markov model state number with cross-validated likelihood
• Flexible smoothing with \(B\)-splines and penalties. With comments and a rejoinder by the authors
• Density estimation and comparison with a penalized mixture approach
• Using Hidden Markov Models to Deal with Availability Bias on Line Transect Surveys
• Modeling Time Series of Animal Behavior by Means of a Latent‐State Model with Feedback
• Biological Sequence Analysis
• Semiparametric Regression
• Simultaneous Confidence Bands for Penalized Spline Estimators
• Mixed Hidden Markov Models
• Multievent: An Extension of Multistate Capture–Recapture Models to Uncertain States
• Hidden Markov Models for Time Series
• Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering

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