On-line learning for the infinite hidden Markov model

DOI10.1080/03610918.2011.558653zbMATH Open1221.62117OpenAlexW2060478345MaRDI QIDQ3087571FDOQ3087571

Authors: Abel Rodriguez 

Publication date: 16 August 2011

Published in: Communications in Statistics. Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.558653

Recommendations

• Online Learning with Hidden Markov Models
• Bayesian online algorithms for learning in discrete hidden Markov models
• On-Line Inference for Hidden Markov Models via Particle Filters
• Online expectation maximization based algorithms for inference in hidden Markov models
• scientific article; zbMATH DE number 6276249

zbMATH Keywords

particle learningnonparametric Bayeshierarchical Dirichlet process

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes (60J99) Sequential statistical methods (62L99)

Cites Work

• Sampling the Dirichlet Mixture Model with Slices
• Inference in hidden Markov models.
• A Bayesian analysis of some nonparametric problems
• Hierarchical Dirichlet Processes
• Ferguson distributions via Polya urn schemes
• Monte Carlo Smoothing for Nonlinear Time Series
• On a class of Bayesian nonparametric estimates: I. Density estimates
• The Nested Dirichlet Process
• Particle learning for general mixtures
• Latent stick-breaking processes

Cited In (7)

• Modeling the dynamics of social networks using Bayesian hierarchical blockmodels
• Online learning of Riemannian hidden Markov models in homogeneous Hadamard spaces
• Online expectation maximization based algorithms for inference in hidden Markov models
• Online Learning with Hidden Markov Models
• Bayesian online algorithms for learning in discrete hidden Markov models
• On-Line Inference for Hidden Markov Models via Particle Filters
• Offline and online identification of hidden semi-Markov models

This page was built for publication: On-line learning for the infinite hidden Markov model

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q3087571)