Hidden Markov processes
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Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Markov processes: estimation; hidden Markov models (62M05) Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Information theory (general) (94A15) Applications of graph theory to circuits and networks (94C15)
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(only showing first 100 items - show all)- The adjusted Viterbi training for hidden Markov models
- A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
- Entropy of hidden Markov processes via cycle expansion
- A hierarchical approach for planning a multisensor multizone search for a moving target
- How does a stochastic optimization/approximation algorithm adapt to a randomly evolving optimum/root with jump Markov sample paths
- Exploring the state sequence space for hidden Markov and semi-Markov chains
- Tracking and identification of regime-switching systems using binary sensors
- Prediction, retrodiction, and the amount of information stored in the present
- Identifiability of parameters in latent structure models with many observed variables
- State-feedback control of Markov jump linear systems with hidden-Markov mode observation
- Unsupervised segmentation of hidden Markov fields corrupted by correlated non-Gaussian noise
- On parameter estimation of the hidden Ornstein-Uhlenbeck process
- Unsupervised data classification using pairwise Markov chains with automatic copulas selection
- Hidden Markov random fields
- Bayesian classification of hidden Markov models
- HMM based scenario generation for an investment optimisation problem
- Common learning with intertemporal dependence
- Statistical physics analysis of maximum a posteriori estimation for multi-channel hidden Markov models
- Strong law of large numbers for hidden Markov chains indexed by Cayley trees
- Random linear recursions with dependent coefficients
- On parameter estimation of hidden ergodic Ornstein-Uhlenbeck process
- Strong law of large numbers for hidden Markov chains indexed by an infinite tree with uniformly bounded degrees
- Shannon entropy rate of hidden Markov processes
- On localization of source by hidden Gaussian processes with small noise
- Hidden Markov models and applications
- Quantile hidden semi-Markov models for multivariate time series
- Observational nonidentifiability, generalized likelihood and free energy
- Analyzing growth components in trees
- On parameter estimation of the hidden Gaussian process in perturbed SDE
- Regenerativity of Viterbi process for pairwise Markov models
- \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes
- Modeling learning in knowledge space theory through bivariate Markov processes
- Identifying the recurrence of sleep apnea using a harmonic hidden Markov model
- On hidden Markov processes with infinite excess entropy
- Commuting birth-and-death processes
- Controllable Markov jump processes. II: Monitoring and optimization of TCP connections
- Local equivalence problem in hidden Markov model
- Recursive estimation of multivariate hidden Markov model parameters
- A novel method for decoding any high-order hidden Markov model
- An event-triggered asynchronous \(H_ \infty\) filtering for singular Markov jump systems with redundant channels
- An EM algorithm for continuous-time bivariate Markov chains
- Thermodynamics of the binary symmetric channel
- Analysing grouping of nucleotides in DNA sequences using lumped processes constructed from Markov chains
- Asymptotics of input-constrained binary symmetric channel capacity
- Leveraging environmental correlations: the thermodynamics of requisite variety
- On Markov chains induced by partitioned transition probability matrices
- Rate of mutual information between coarse-grained non-Markovian variables
- Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence
- Markov property for a function of a Markov chain: A linear algebra approach
- The entropy of a binary hidden Markov process
- Ergodicity of hidden Markov models
- Linear optimal prediction and innovations representations of hidden Markov models.
- Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models
- Pattern identification and characterization reveal permutations of organs as a key genetically controlled property of post-meristematic phyllotaxis
- Filtering hidden semi-Markov chains
- On entropy production of repeated quantum measurements. II: Examples
- Nonidentifiability of the two-state BMAP
- Constructing hidden Markov models for processing plasma magnetic diagnostics
- \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters
- Dirichlet process hidden Markov multiple change-point model
- Hidden Markov model for parameter estimation of a random walk in a Markov environment
- Pairwise correlations in layered close-packed structures
- A multinomial hidden Markov model and its training by a combined iterative procedure
- Generic identication of binary-valued hidden Markov processes
- Extended Viterbi algorithm for hidden Markov process: a transient/steady probabilities approach
- Large-scale multiple testing under dependence
- Entropies from Markov models as complexity measures of embedded attractors
- Filtering of a multi-dimension stochastic volatility model
- Markov and semi-Markov switching linear mixed models used to identify forest tree growth components
- Recursions for the MMPP score vector and observed information matrix
- Predictive rate-distortion for infinite-order Markov processes
- Explicit forward recursive estimators for Markov modulated Markov processes
- Large deviations for correlated random variables described by a matrix product ansatz
- Sensitivity of hidden Markov models
- Recursive filters for partially observable finite Markov chains
- On the accuracy of the MAP inference in HMMs
- Discrete- and Continuous-Time Probabilistic Models and Algorithms for Inferring Neuronal UP and DOWN States
- On the Relationships Between Lumpability and Filtering of Finite Stochastic Systems
- Properties of the maximum a posteriori path estimator in hidden Markov models
- A Posteriori Probability Distances Between Finite-Alphabet Hidden Markov Models
- Discrete-valued stochastic vector spaces
- Norm-observable operator models
- On the statistical analysis of quantized Gaussian AR(1) processes
- Remarks on the entropy of sofic dynamical system of Blackwell's type
- Hidden Markov models of plasma turbulence
- Identifiability of hidden Markov information sources and their minimum degrees of freedom
- System identification: regime switching, unmodeled dynamics, and binary sensors
- A reservoir-driven non-stationary hidden Markov model
- Asymptotic risks of Viterbi segmentation
- Hidden Markov models with arbitrary state dwell-time distributions
- On the Viterbi process with continuous state space
- Identifiability of the \(\mathrm{MAP}_2/\mathrm{G}/1\) queueing system
- Hidden Markov models and their applications to customer relationship management
- scientific article; zbMATH DE number 1897891 (Why is no real title available?)
- scientific article; zbMATH DE number 800790 (Why is no real title available?)
- Consistency of Maximum Likelihood Parameter Estimation for Bivariate Markov Chains
- Recursive linear optimal filter for Markovian jump linear systems with multi-step correlated noises and multiplicative random parameters
- Some applications of nonlinear and non-Gaussian state-space modelling by means of hidden Markov models
- Lumpings of Markov chains, entropy rate preservation, and higher-order lumpability
- Information symmetries in irreversible processes
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