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

DOI10.1016/J.CSDA.2006.03.015zbMATH Open1161.62412OpenAlexW2115076730MaRDI QIDQ1019869FDOQ1019869

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 chainhidden semi-Markov chainplant structure analysisgeneralized Viterbi algorithmforward-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)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Hidden hybrid Markov/semi-Markov chains
• Stochastic models for heterogeneous DNA sequences
• Hidden Markov processes
• Title not available (Why is that?)
• Calculating posterior distributions and modal estimates in Markov mixture models
• Title not available (Why is that?)
• Tools for statistical inference. Methods for the exploration of posterior distributions and likelihood functions.
• Bayesian Methods for Hidden Markov Models
• A soft output hybrid algorithm for ML/MAP sequence estimation
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Title not available (Why is that?)
• Efficient Computation of the Hidden Markov Model Entropy for a Given Observation Sequence

Cited In (20)

• Segmentation uncertainty in multiple change-point models
• An Efficient Algorithm for Estimating State Sequences in Imprecise Hidden Markov Models
• A hidden Markov model applied to the protein 3D structure analysis
• A sequential pruning strategy for the selection of the number of states in hidden Markov models
• Title not available (Why is that?)
• Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models
• Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference
• Approximate forward-backward algorithm for a switching linear Gaussian model
• Sparse Markov chains for sequence data
• Exploring the latent segmentation space for the assessment of multiple change-point models
• Off-Line Detection of Multiple Change Points by the Filtered Derivative withp-Value Method
• Generalized linear mixed hidden models in longitudinal settings: a Bayesian approach
• Seven things to remember about hidden Markov models: A tutorial on Markovian models for time series
• Implied distributions in multiple change point problems
• Non-stationary data segmentation with hidden evidential semi-Markov chains
• Hidden semi-Markov models
• Markov and Semi-Markov Switching Linear Mixed Models Used to Identify Forest Tree Growth Components
• Fast estimation of posterior probabilities in change-point analysis through a constrained hidden Markov model
• Bayesian state-space modeling in gene expression data analysis: an application with biomarker prediction
• Multivariate hidden semi-Markov models for longitudinal data: a dynamic regression modeling

   Recommendations

• Localizing the latent structure canonical uncertainty: entropy profiles for hidden Markov models 👍 👎
• Computational methods for discrete hidden semi-Markov chains 👍 👎
• A modified hidden Markov model 👍 👎
• Hidden hybrid Markov/semi-Markov chains 👍 👎
• Viterbi algorithms for Hidden semi-Markov Models with application to DNA Analysis 👍 👎

This page was built for publication: Exploring the state sequence space for hidden Markov and semi-Markov chains

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q1019869)