A coarse-grained Markov chain is a hidden Markov model

DOI10.1016/J.PHYSA.2019.123661MaRDI QIDQ2137635zbMATH OpenOpenAlexWikidataFDO

Authors 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

• scientific article; zbMATH DE number 3656855 (Why is no real title available?)
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• Biological Sequence Analysis
• Bounding the coarse graining error in hidden Markov dynamics
• Bounding the lumping error in Markov chain dynamics
• Hidden Markov Models for Speech Recognition
• Hidden Markov models for bioinformatics
• Hidden Markov models for time series. An introduction using R
• Parameter redundancy and identifiability in hidden Markov models
• Power symmetric stochastic matrices

Cited in

(1)

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

Describes a project that uses

Uses Software

• moveHMM
• R

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