A coarse-grained Markov chain is a hidden Markov model

DOI10.1016/J.PHYSA.2019.123661OpenAlexW2993130096WikidataQ126631817 ScholiaQ126631817MaRDI QIDQ2137635FDOQ2137635

Iain L. MacDonald

Publication date: 16 May 2022

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

Full work available at URL: https://doi.org/10.1016/j.physa.2019.123661

zbMATH Keywords

likelihoodMarkov chainparameter estimationhidden Markov modelcoarse-graining

Mathematics Subject Classification ID

Statistical mechanics, structure of matter (82-XX)

Cites Work

• Title not available (Why is that?)
• Title not available (Why is that?)
• Biological Sequence Analysis
• Hidden Markov models for time series. An introduction using R
• Hidden Markov Models for Speech Recognition
• Hidden Markov models for bioinformatics
• Bounding the lumping error in Markov chain dynamics
• Power symmetric stochastic matrices
• Bounding the coarse graining error in hidden Markov dynamics
• Parameter redundancy and identifiability in hidden Markov models

Cited In (1)

• Fitting a reversible Markov chain by maximum likelihood: converting an awkwardly constrained optimization problem to an unconstrained one

Uses Software

• R
• moveHMM

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