Online Learning with Hidden Markov Models

DOI10.1162/NECO.2008.10-06-351MaRDI QIDQ3510936zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Gianluigi Mongillo, Sophie Deneve

Publication date 3 July 2008

Published in Neural Computation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1162/neco.2008.10-06-351

Mathematics Subject Classification ID

Learning and adaptive systems in artificial intelligence (68T05) Nonnumerical algorithms (68W05)

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Cites work

• Bayesian Spiking Neurons II: Learning
• On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure

Cited in

(27)

• Online expectation maximization based algorithms for inference in hidden Markov models
• Learning hidden Markov models from aggregate observations
• Online learning of Riemannian hidden Markov models in homogeneous Hadamard spaces
• Identification of jump Markov autoregressive exogenous systems with missing measurements
• Efficient inference in state-space models through adaptive learning in online Monte Carlo expectation maximization
• Robust identification of linear ARX models with recursive EM algorithm based on Student's t-distribution
• Recursive estimation of multivariate hidden Markov model parameters
• Hidden Markov models for online classification of single trial EEG data
• On-line expectation-maximization algorithm for latent data models
• On-line learning for the infinite hidden Markov model
• Modelling Asset Prices for Algorithmic and High-Frequency Trading
• Convergence of a particle-based approximation of the block online expectation maximization algorithm
• On-Line Inference for Hidden Markov Models via Particle Filters
• On-line EM Algorithm for the Normalized Gaussian Network
• Online identification of time-delay jump Markov autoregressive exogenous systems with recursive expectation-maximization algorithm
• Online Learning of Inverted Beta-Liouville HMMs for Anomaly Detection in Crowd Scenes
• Recursive parameter estimation algorithm of the Dirichlet hidden Markov model
• Balancing New against Old Information: The Role of Puzzlement Surprise in Learning
• On the two-filter approximations of marginal smoothing distributions in general state-space models
• Offline and online identification of hidden semi-Markov models
• Approximate, computationally efficient online learning in Bayesian spiking neurons
• Online EM with weight-based forgetting
• Bayesian inference and online learning in Poisson neuronal networks
• Dynamic learning with the EM algorithm for neural networks
• Fast and Numerically Stable Particle-Based Online Additive Smoothing: The AdaSmooth Algorithm
• Multiple sequence alignment using the hidden Markov model trained by an improved quantum-behaved particle swarm optimization
• Bayesian online algorithms for learning in discrete hidden Markov models

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