Sensitivity of hidden Markov models

DOI10.1239/jap/1127322017zbMath1138.93331OpenAlexW2108421005MaRDI QIDQ3367738

Alexandre Lomsadze, Mark Borodovsky, Alexander Mitrophanov

Publication date: 26 January 2006

Published in: Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.jap/1127322017

zbMATH Keywords

mixturesensitivity analysisMarkov chainHidden Markov modelsemi-Markov processperturbation bound

Mathematics Subject Classification ID

Sensitivity (robustness) (93B35) Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Stochastic systems in control theory (general) (93E03)

Related Items

Efficient sensitivity analysis in hidden Markov models, A simplified matrix formulation for sensitivity analysis of hidden Markov models, Sensitivity analysis of discrete Markov chains via matrix calculus, Perturbation and Inverse Problems of Stochastic Matrices, Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences, Asymptotic Expansions for Stationary Distributions of Perturbed Semi-Markov Processes, Quantitative Estimates in an M₂/G₂/1 Priority Queue with Non-Preemptive Priority: The Method of Strong Stability, Sensitivity Analysis in Markov Decision Processes with Uncertain Reward Parameters

Uses Software

• GeneMarkS

Cites Work

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