Recursive estimation of multivariate hidden Markov model parameters

DOI10.1007/S00180-019-00877-ZzbMath1505.62405OpenAlexW2920471501WikidataQ128284209 ScholiaQ128284209MaRDI QIDQ2319497

Jūratė Vaičiulytė, Leonidas L. Sakalauskas

Publication date: 19 August 2019

Published in: Computational Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s00180-019-00877-z

zbMATH Keywords

clusteringhidden Markov modelslikelihood methodrecursive EM algorithm

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Recursive parameter estimation algorithm of the Dirichlet hidden Markov model

Uses Software

• PRMLT

Cites Work

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• Inference in hidden Markov models.
• VARIATIONAL BAYESIAN ANALYSIS FOR HIDDEN MARKOV MODELS
• Online Learning with Hidden Markov Models
• On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure
• Hidden Markov processes
• Learning Hidden Markov Models Using Nonnegative Matrix Factorization
• Analyticity, Convergence, and Convergence Rate of Recursive Maximum-Likelihood Estimation in Hidden Markov Models
• Hidden Markov Models for Time Series

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