Optimal error exponents in hidden markov models order estimation

DOI10.1109/TIT.2003.809574MaRDI QIDQ4680064zbMATH OpenOpenAlexDBLPWikidataFDO

Authors Elisabeth Gassiat, Stéphane Boucheron

Publication date 1 June 2005

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tit.2003.809574

Mathematics Subject Classification ID

Nonparametric estimation (62G05) Markov processes: estimation; hidden Markov models (62M05)

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Cited in

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• Consistent order estimation for nonparametric hidden Markov models
• Penalized estimate of the number of states in Gaussian linear AR with Markov regime
• Asymptotic analysis of model selection criteria for general hidden Markov models
• The order estimation for hidden Markov models
• An application of a semi-hidden Markov model in wireless communication systems
• Testing the order of a model
• Recursive filters for partially observable finite Markov chains
• Testing for two states in a hidden Markov model
• Order estimation and sequential universal data compression of a hidden Markov source by the method of mixtures
• Order estimation for a special class of hidden Markov sources and binary renewal processes
• About the posterior distribution in hidden Markov models with unknown number of states
• The optimal error exponent for Markov order estimation
• Hidden Markov models with applications in cell adhesion experiments
• A Low-Memory Approach for Best-State Estimation of Hidden Markov Models with Model Error
• Number of hidden states and memory: a joint order estimation problem for Markov chains with Markov regime
• Large deviations for random dynamical systems and applications to hidden Markov models
• Selecting hidden Markov model state number with cross-validated likelihood
• Determine the number of states in hidden Markov models via marginal likelihood

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