On-line learning for the infinite hidden Markov model

DOI10.1080/03610918.2011.558653MaRDI QIDQ3087571zbMATH OpenOpenAlexFDO

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

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)

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• scientific article; zbMATH DE number 6276249

Cites work

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

Cited in

(7)

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

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