Inference in finite state space non parametric hidden Markov models and applications
From MaRDI portal
Publication:2631347
Recommendations
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
- Exact inference for a class of hidden Markov models on general state spaces
- Posterior consistency for nonparametric hidden Markov models with finite state space
- scientific article; zbMATH DE number 218980
- Inference for non-Markov multi-state models: an overview
- Nonparametric finite translation hidden Markov models and extensions
- State space and hidden Markov models
- Statistique de chaînes de Markov cachées à espace d'états fini. Le cas non stationnaire
- Finite-dimensional models for hidden Markov chains
Cites work
- A non asymptotic penalized criterion for Gaussian mixture model selection
- A spectral algorithm for learning hidden Markov models
- Density estimation by wavelet thresholding
- Finite mixture modelling using the skew normal distribution
- Hidden Markov models with mixtures as emission distributions
- scientific article; zbMATH DE number 3567782 (Why is no real title available?)
- scientific article; zbMATH DE number 1420699 (Why is no real title available?)
- Identifiability of parameters in latent structure models with many observed variables
- Inference in hidden Markov models.
- Least-squares estimation of a convex discrete distribution
- Maximum smoothed likelihood for multivariate mixtures
- Nonparametric estimation of component distributions in a multivariate mixture
- Nonparametric finite translation hidden Markov models and extensions
- Nonparametric regression on hidden -mixing variables: identifiability and consistency of a pseudo-likelihood based estimation procedure
- On the Identifiability of Finite Mixtures
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Probabilistic Functions of Finite State Markov Chains
- Semiparametric estimation of a two-component mixture model
- Semiparametric Estimation of a Two‐component Mixture Model where One Component is known
- Semiparametric Mixtures of Symmetric Distributions
- Statistical analysis of finite mixture distributions
- Unsupervised classification for tiling arrays: chip-chip and transcriptome
Cited in
(36)- Sampling latent states for high-dimensional non-linear state space models with the embedded HMM method
- Nonparametric estimation of non-exchangeable latent-variable models
- HMM with emission process resulting from a special combination of independent Markovian emissions
- Nonparametric methods of inference for finite-state, inhomogeneous Markov processes
- Kernel-based hidden Markov conditional densities
- Mixture of hidden Markov models for accelerometer data
- Inference for transition probabilities in non-Markov multi-state models
- A two-step estimator for generalized linear models for longitudinal data with time-varying measurement error
- Hierarchical Markov-switching models for multivariate integer-valued time-series
- An overview of semiparametric extensions of finite mixture models
- Consistency of the maximum likelihood estimator in seasonal hidden Markov models
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Clustering via finite nonparametric ICA mixture models
- Binary hidden Markov models and varieties
- Estimating multivariate latent-structure models
- Nonparametric inference in hidden Markov models using P‐splines
- Bayesian Non-Parametric Hidden Markov Models with Applications in Genomics
- scientific article; zbMATH DE number 815425 (Why is no real title available?)
- Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space
- Scalable Inference for Hybrid Bayesian Hidden Markov Model Using Gaussian Process Emission
- Semiparametric hidden Markov model with non-parametric regression
- Markov-switching generalized additive models
- Mixtures of nonparametric components and hidden Markov models
- Nonparametric Bayesian analysis for multi-site hidden Markov model
- Nonparametric finite translation hidden Markov models and extensions
- Backward Importance Sampling for Online Estimation of State Space Models
- A two-step estimator for multilevel latent class analysis with covariates
- Identifiability of discrete input–output hidden Markov models with external signals
- Expectile hidden Markov regression models for analyzing cryptocurrency returns
- Dynamic Discrete Mixtures for High-Frequency Prices
- Bayesian Spline-Based Hidden Markov Models with Applications to Actimetry Data and Sleep Analysis
- Frontiers to the learning of nonparametric hidden Markov models
- Designing learning intervention studies: identifiability of heterogeneous hidden Markov models
- Estimation of the order of non-parametric hidden Markov models using the singular values of an integral operator
- Blessing of dependence: identifiability and geometry of discrete models with multiple binary latent variables
- Hidden Markov models with mixtures as emission distributions
This page was built for publication: Inference in finite state space non parametric hidden Markov models and applications
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q2631347)