Order selection for regression-based hidden Markov model

DOI10.1016/J.JMVA.2022.105061MaRDI QIDQ2079607zbMATH OpenOpenAlexFDO

Authors Yiqi Lin, Xin-Yuan Song

Publication date 30 September 2022

Published in Journal of Multivariate Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jmva.2022.105061

zbMATH Keywords

longitudinal datahidden Markov modelorder selectionECM-ITD algorithmgroup-sort-fuse procedure

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Ridge regression; shrinkage estimators (Lasso) (62J07)

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Cites work

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Cited in

(7)

• Bayesian Heterogeneous Hidden Markov Models with an Unknown Number of States
• Order selection for heterogeneous semiparametric hidden Markov models
• Inference and Model Choice for Sequentially Ordered Hidden Markov Models
• The continuous-time hidden Markov model based on discretization. Properties of estimators and applications
• Advances in Artificial Intelligence – SBIA 2004
• Hidden Markov models for multivariate panel data
• Penalized composite likelihood estimation for hidden Markov models with unknown number of states

Describes a project that uses

Uses Software

• mGene

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