Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model (Q1615137)

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Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model
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    Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model (English)
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    2 November 2018
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    change-point estimation
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    segmentation
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    posterior distribution of change-points
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    constrained hidden Markov model
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    forward-backward algorithm
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    fast computation
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