Model selection for mixture hidden Markov models: an application to clickstream data

DOI10.1007/S00362-024-01608-3MaRDI QIDQ7031836zbMATH OpenFDO

Authors Furio Urso, Antonino Abbruzzo, Marcello Chiodi, Maria Francesca Cracolici

Publication date 6 February 2025

Published in Statistical Papers (Search for Journal in Brave)

Copyright license Creative Commons Attribution 4.0 International

Full work available at URL https://doi.org/10.1007/S00362-024-01608-3

zbMATH Keywords

clickstream dataentropy-based scoreshidden Markov modelsinformation criteriaMonte Carlo simulation

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Statistical aspects of information-theoretic topics (62B10) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Generalized linear models (logistic models) (62J12) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to economics (62P20) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Cites work

• A new look at the statistical model identification
• Choosing models in model-based clustering and discriminant analysis
• Clustering financial time series: new insights from an extended hidden Markov model
• Efficient Computation of the Hidden Markov Model Entropy for a Given Observation Sequence
• Estimating the dimension of a model
• Hidden Markov models for time series. An introduction using R
• Hidden Markov models with mixtures as emission distributions
• Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models
• Mixed Hidden Markov Models
• Modeling by shortest data description
• Selecting hidden Markov model state number with cross-validated likelihood

Cited in

(3)

• SMART-MC: Characterizing the Dynamics of Multiple Sclerosis Therapy Transitions Using a Covariate-Based Markov Model
• Analysing traceable and anonymous browsing patterns to understand purchase intent in online tourism
• Multimodal exponential-polynomial families on constrained supports via monotone transformations

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