Simulated annealing for maximum a posteriori parameter estimation of hidden Markov models

DOI10.1109/18.841176MaRDI QIDQ4503589zbMATH OpenOpenAlexFDO

Authors Christophe Andrieu, Arnaud Doucet

Publication date 7 September 2000

Published in IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL https://semanticscholar.org/paper/e7368706eca3d7e2aea6e7598175b6aa0f2b2c3a

zbMATH Keywords

Markov chaindata augmentationhidden Markov modelsBayesian estimationmaximum a posteriorisimulated annealing algorithm

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

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Cited in

(16)

• Maximum a posteriori estimation of coupled hidden Markov models
• Genetic algorithms as an alternative method of parameter estimation and finding most likely sequences of states of hidden Markov chains for HMMs and hybrid HMM/ANN models
• Bayesian posterior mean estimates for Poisson hidden Markov models
• Bayesian Methods for Hidden Markov Models
• A latent class multidimensional scaling model for two-way one-mode continuous rating dissimilarity data
• EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective
• Approximate forward-backward algorithm for a switching linear Gaussian model
• A low complexity simulated annealing approach for training hidden Markov models
• Improving simulated annealing through derandomization
• Approximate posterior distributions for convolutional two-level hidden Markov models
• Efficient sensitivity analysis in hidden Markov models
• Learning hidden Markov models from aggregate observations
• Direct maximization of the likelihood of a hidden Markov model
• Particle methods for statistical inference and design optimization
• Gradient free parameter estimation for hidden Markov models with intractable likelihoods
• Testing that a local optimum of the likelihood is globally optimum using reparameterized embeddings. Applications to wavefront sensing

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