A simplified matrix formulation for sensitivity analysis of hidden Markov models

DOI10.3390/a10030097zbMath1461.62148OpenAlexW2749578578MaRDI QIDQ1657066

Seifemichael B. Amsalu, Abdollah Homaifar, Albert C. Esterline

Publication date: 13 August 2018

Published in: Algorithms (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.3390/a10030097

zbMATH Keywords

sensitivity analysishidden Markov modelsBayesian network

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Analysis of variance and covariance (ANOVA) (62J10)

Related Items (2)

Sensitivity analysis beyond linearity ⋮ A geometric characterization of sensitivity analysis in monomial models

Uses Software

• SamIam

Cites Work

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• Evidence and scenario sensitivities in naive Bayesian classifiers
• A distance measure for bounding probabilistic belief change
• Hidden Markov models in finance. Further developments and applications. Volume II
• Efficient sensitivity analysis in hidden Markov models
• Probabilistic Independence Networks for Hidden Markov Probability Models
• Sensitivity of hidden Markov models
• Bayesian Networks and Decision Graphs
• A differential approach to inference in Bayesian networks
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains

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