Online expectation maximization based algorithms for inference in hidden Markov models

DOI10.1214/13-EJS789zbMath1336.62090arXiv1108.3968MaRDI QIDQ1951134

Gersende Fort, Sylvain Le Corff

Publication date: 29 May 2013

Published in: Electronic Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1108.3968

Mathematics Subject Classification ID

60J22: Computational methods in Markov chains

62F12: Asymptotic properties of parametric estimators

62L20: Stochastic approximation

62L12: Sequential estimation

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On the two-filter approximations of marginal smoothing distributions in general state-space models, Statistical inference for oscillation processes, Approximate, Computationally Efficient Online Learning in Bayesian Spiking Neurons, On particle methods for parameter estimation in state-space models, Online expectation maximization based algorithms for inference in hidden Markov models

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