Learning hidden Markov models with unknown number of states

DOI10.1016/J.PHYSA.2022.127047OpenAlexW4212812991MaRDI QIDQ2116568FDOQ2116568

Authors: Yanyan Li 

Publication date: 17 March 2022

Published in: Physica A (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.physa.2022.127047

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zbMATH Keywords

hidden Markov modelfirst hitting timespectral clustering algorithm

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Variational inference for Dirichlet process mixtures
• Hierarchical Dirichlet Processes
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Bayesian Non-Parametric Hidden Markov Models with Applications in Genomics
• A Regime-Switching Model of Long-Term Stock Returns
• Linear optimal prediction and innovations representations of hidden Markov models.
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models
• The likelihood ratio test for the number of components in a mixture with Markov regime
• The order estimation for hidden Markov models

Cited In (5)

• A Low-Memory Approach for Best-State Estimation of Hidden Markov Models with Model Error
• Selecting the number of states in hidden Markov models: pragmatic solutions illustrated using animal movement
• A New Method for Learning Imprecise Hidden Markov Models
• A sequential pruning strategy for the selection of the number of states in hidden Markov models
• Temporal BYY learning for state space approach, hidden Markov model, and blind source separation

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