Modeling and Unsupervised Classification of Multivariate Hidden Markov Chains With Copulas

DOI10.1109/TAC.2009.2034929MaRDI QIDQ4978701zbMATH OpenOpenAlexFDO

Authors Nicolas J.-B. Brunel, Jérôme Lapuyade-Lahorgue, Wojciech Pieczynski

Publication date 25 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.2009.2034929

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Characterization and structure theory for multivariate probability distributions; copulas (62H05)

Cited in

(4)

• Data-driven dynamic treatment planning for chronic diseases
• Robust and Nonlinear Control: literature survey (No. 18)
• Unsupervised data classification using pairwise Markov chains with automatic copulas selection
• An expectation maximization algorithm for the hidden Markov models with multiparameter student-t observations

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