Discrete-Time Expectation Maximization Algorithms for Markov-Modulated Poisson Processes

DOI10.1109/TAC.2007.914305MaRDI QIDQ4974121zbMATH OpenOpenAlexFDO

Authors

Publication date 8 August 2017

Published in IEEE Transactions on Automatic Control (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1109/tac.2007.914305

Mathematics Subject Classification ID

Point estimation (62F10) Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes and prediction (62M20)

Cited in

(9)

• EM algorithm for Markov chains observed via Gaussian noise and point process information: theory and case studies
• A Poisson-fault model for testing power transformers in service
• An expectation maximization algorithm to model failure times by continuous-time Markov chains
• Data-driven modeling of the temporal evolution of breakers' states in the French electrical transmission grid
• Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes
• Explicit forward recursive estimators for Markov modulated Markov processes
• Markov Poisson regression models for discrete time series. Part 2: Applications
• Portfolio optimization for a large investor controlling market sentiment under partial information
• An interval feature discrete grey-Markov model based on data distributions and applications

This page was built for publication: Discrete-Time Expectation Maximization Algorithms for Markov-Modulated Poisson Processes

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4974121)