Inference in hidden Markov models.
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Cited in
(only showing first 100 items - show all)- Numerical approximation of the Frobenius-Perron operator using the finite volume method
- Hidden Markov model for discrete circular-linear wind data time series
- Learning models with uniform performance via distributionally robust optimization
- On particle methods for parameter estimation in state-space models
- Parametric inference of autoregressive heteroscedastic models with errors in variables
- A hidden Markov model based on superposition of two restoration processes
- Adaptive estimation of the transition density of a particular hidden Markov chain
- scientific article; zbMATH DE number 722978 (Why is no real title available?)
- Asymptotic behaviour of the posterior distribution in approximate Bayesian computation
- On the convergence of quantum and sequential Monte Carlo methods
- Hidden Markov Models and Dynamical Systems
- Likelihood-free stochastic approximation EM for inference in complex models
- Hidden Markov models. Applications to financial economics.
- Hybrid unadjusted Langevin methods for high-dimensional latent variable models
- Volatility estimation of hidden Markov processes and adaptive filtration
- Estimation in the partially observed stochastic Morris-Lecar neuronal model with particle filter and stochastic approximation methods
- Particle filters
- Segmentation uncertainty in multiple change-point models
- Gradient-based simulated maximum likelihood estimation for Lévy-driven Ornstein-Uhlenbeck stochastic volatility models
- Bayesian hidden Markov modelling using circular‐linear general projected normal distribution
- The environmental Kuznets curve: functional form, time‐varying heterogeneity and outliers in a panel setting
- A method for high-dimensional smoothing
- Testing for two states in a hidden Markov model
- Sequential Bayesian inference in hidden Markov stochastic kinetic models with application to detection and response to seasonal epidemics
- Bayesian adaptive group Lasso with semiparametric hidden Markov models
- Bayesian posterior mean estimates for Poisson hidden Markov models
- A regime switching model for temperature modeling and applications to weather derivatives pricing
- New techniques for initial alignment of strapdown inertial navigation system
- Variational system identification for nonlinear state-space models
- SVARs with occasionally-binding constraints
- A new class of stochastic EM algorithms. Escaping local maxima and handling intractable sampling
- Analysing the course of public trust via hidden Markov models: a focus on the Polish society
- Particle filtering for Gumbel‐distributed daily maxima of methane and nitrous oxide
- Monetary policy rules in a non-rational world: a macroeconomic experiment
- Least squares type estimation of the transition density of a particular hidden Markov chain
- Hidden semi-Markov modeling for the estimation of earthquake occurrence rates
- Consistency of the maximum likelihood estimator in seasonal hidden Markov models
- Asymptotic analysis of model selection criteria for general hidden Markov models
- On some properties of Markov chain Monte Carlo simulation methods based on the particle filter
- Unbiased inference for discretely observed hidden Markov model diffusions
- Forgetting the initial distribution for hidden Markov models
- Stochastic gradient MCMC for state space models
- A uniform central limit theorem for neural network-based autoregressive processes with applications to change-point analysis
- Uniform time average consistency of Monte Carlo particle filters
- Analysis of single particle diffusion with transient binding using particle filtering
- Non-homogeneous hidden Markov-switching models for wind time series
- Probabilistic solutions to ordinary differential equations as nonlinear Bayesian filtering: a new perspective
- On identification of FIR systems having quantized output data
- Reversible jump and the label switching problem in hidden Markov models
- Sequential Monte Carlo smoothing for general state space hidden Markov models
- Unbiased filtering of a class of partially observed diffusions
- Filtering via approximate Bayesian computation
- Quantitative magnetic resonance image analysis via the EM algorithm with stochastic variation
- Hierarchical Markov-switching models for multivariate integer-valued time-series
- Minimum variance importance samplingviaPopulation Monte Carlo
- Filtering of continuous-time Markov chains with noise-free observation and applications
- A Wasserstein coupled particle filter for multilevel estimation
- A lagged particle filter for stable filtering of certain high-dimensional state-space models
- Information matrix for hidden Markov models with covariates
- Stylised facts of financial time series and hidden Markov models in continuous time
- Exact filtering in conditionally Markov switching hidden linear models
- On a Metropolis-Hastings importance sampling estimator
- Learning the distribution of latent variables in paired comparison models with round-robin scheduling
- Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
- Estimation of agent-based models using sequential Monte Carlo methods
- Dealing with multiple local modalities in latent class profile analysis
- Reinforcement learning, sequential Monte Carlo and the EM algorithm
- Bayesian Semiparametric Longitudinal Drift-Diffusion Mixed Models for Tone Learning in Adults
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- On Large Lag Smoothing for Hidden Markov Models
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
- Handling the label switching problem in latent class models via the ECR algorithm
- Dual time-frequency domain system identification
- On particle Gibbs sampling
- Posterior consistency for partially observed Markov models
- Free energy computations by minimization of Kullback-Leibler divergence: An efficient adaptive biasing potential method for sparse representations
- Exact inference for a class of hidden Markov models on general state spaces
- Adaptive particle allocation in iterated sequential Monte Carlo via approximating meta-models
- Hidden Markov models for stochastic thermodynamics
- Goodness-of-fit testing for the marginal distribution of regime-switching models with an application to electricity spot prices
- Adaptive Metropolis-Hastings sampling using reversible dependent mixture proposals
- Bayesian Gaussian mixture linear inversion for geophysical inverse problems
- R-VGAL: a sequential variational Bayes algorithm for generalised linear mixed models
- A latent hidden Markov model for process data
- Incorporating physical constraints in a deep probabilistic machine learning framework for coarse-graining dynamical systems
- Particle Metropolis-Hastings using gradient and Hessian information
- \(\mathcal{L}_1 \)-optimal filtering of Markov jump processes. I: Exact solution and numerical implementation schemes
- A quantitative approach for polymerase chain reactions based on a hidden Markov model
- Joint online parameter estimation and optimal sensor placement for the partially observed stochastic advection-diffusion equation
- Sequential Monte Carlo smoothing with application to parameter estimation in nonlinear state space models
- Sequential Bayesian inference for implicit hidden Markov models and current limitations
- Clinical decision support and closed-loop control for intensive care unit sedation
- General limit distributions for sums of random variables with a matrix product representation
- Efficient Bayesian inference of general Gaussian models on large phylogenetic trees
- Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm
- Stability of optimal filter higher-order derivatives
- Direct, prediction- and smoothing-based Kalman and particle filter algorithms
- Exponential filter stability via Dobrushin's coefficient
- Segmentation of mortality surfaces by hidden Markov models
- Ergodicity, Decisions, and Partial Information
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