Exploring the state sequence space for hidden Markov and semi-Markov chains

DOI10.1016/j.csda.2006.03.015zbMath1161.62412OpenAlexW2115076730MaRDI QIDQ1019869

Yann Guédon

Publication date: 29 May 2009

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2006.03.015

zbMATH Keywords

entropyhidden Markov chaingeneralized Viterbi algorithmhidden semi-Markov chainplant structure analysisforward-backward algorithm for samplingViterbi forward-backward algorithm

Mathematics Subject Classification ID

Inference from stochastic processes (62M99) Numerical analysis or methods applied to Markov chains (65C40)

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