A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

From MaRDI portal
Publication:5582733

DOI10.1214/aoms/1177697196zbMath0188.49603OpenAlexW2086699924WikidataQ56115035 ScholiaQ56115035MaRDI QIDQ5582733

No author found.

Publication date: 1970

Published in: The Annals of Mathematical Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/aoms/1177697196




Related Items (only showing first 100 items - show all)

Learning probabilistic automata using residualsAn EM algorithm for continuous-time bivariate Markov chainsEstimation of steady-state quantities of an HMM with some rarely generated emissionsApproximate posterior distributions for convolutional two-level hidden Markov modelsMixed Hidden Markov Models for Longitudinal Data: An OverviewLearning along a channel: the expectation part of expectation-maximisationGraphical models for statistical inference and data assimilationModel-based clusteringIntermittent Missing Observations in Discrete-Time Hidden Markov ModelsHidden Markov models training by a particle swarm optimization algorithmThe topology of languageSome recent research in the analysis of mixture distributionsBayesian Gaussian mixture linear inversion for geophysical inverse problemsCausal inference for time-varying treatments in latent Markov models: an application to the effects of remittances on poverty dynamicsSwitching nonparametric regression modelsBayesian classification of hidden Markov modelsCovariate-adjusted multiple testing in genome-wide association studies via factorial hidden Markov modelsCo-existence of trend and value in financial markets: estimating an extended Chiarella modelA latent class analysis towards stability and changes in breadwinning patterns among coupled householdsEM vs MM: a case studyMulti-period portfolio optimization using model predictive control with mean-variance and risk parity frameworksA zero-inflated negative binomial regression model with hidden Markov chainLatent drop-out based transitions in linear quantile hidden Markov models for longitudinal responses with attritionBayesian inversion in hidden Markov models with varying marginal proportionsOn seasonal functional modeling under strong dependence, with applications to mechanically ventilated breathing activityAnalysis and modelling of glacial climate transitions using simple dynamical systemsEnhanced regime predictability in atmospheric low-order models due to stochastic forcingFrequency-severity experience rating based on latent Markovian risk profiles\( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parametersFault diagnosis and prognosis of bearing based on hidden Markov model with multi-featuresMixtures of skewed matrix variate bilinear factor analyzersA Markov-switching regression model with non-Gaussian innovations: estimation and testingA hidden Markov regime-switching smooth transition modelEstimation of jump Box-Jenkins modelsDiscriminative training of feed-forward and recurrent sum-product networks by extended Baum-WelchFitting birth-death processes to panel data with applications to bacterial DNA fingerprintingHidden Markov models for multivariate functional dataAnalysing the course of public trust via hidden Markov models: a focus on the Polish societyIdentifying directional persistence in intracellular particle motion using hidden Markov modelsSemi-hidden Markov models for generation and analysis of sequencesThe evaluation problem in discrete semi-hidden Markov modelsConvergence in Markovian models with implications for efficiency of inferenceHidden Markov Models for the Stimulus-Response Relationships of Multistate Neural SystemsDetection of Hidden Structures in Nonstationary Spike TrainsEfficient and effective learning of HMMs based on identification of hidden statesAn upper bound for permanents of nonnegative matricesMOSAIC Model for Sensorimotor Learning and ControlA hidden Markov-model for gene mapping based on whole-genome next generation sequencing dataLinks between probabilistic automata and hidden Markov models: probability distributions, learning models and induction algorithmsDiscovering disease genes: multipoint linkage analysis via a new Markov chain Monte Carlo approachWavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correctionVariational approximations for categorical causal modeling with latent variablesCombining cattle activity and progesterone measurements using hidden semi-Markov modelsA comparison of some criteria for states selection in the latent Markov model for longitudinal dataVariational Bayes approximations for clustering via mixtures of normal inverse Gaussian distributionsLatent Markov model for longitudinal binary data: an application to the performance evaluation of nursing homesHandwritten word-spotting using hidden Markov models and universal vocabulariesHidden Markov analysis of mechanosensitive ion channel gatingAssessing the influence of marketing activities on customer behaviors: a dynamic clustering approachA simple statistical speech recognition of mandarin monosyllablesHidden Markov model for parameter estimation of a random walk in a Markov environmentHidden Markov model with Markovian emissionMarkov chain Monte Carlo methods and the label switching problem in Bayesian mixture modelingA hidden Markov model approach to characterizing the photo-switching behavior of fluorophoresMoments of the count of a regular expression in a heterogeneous random sequenceEstimation of the parameters of a Markov-modulated loss process in insuranceLatent Markov models: a review of a general framework for the analysis of longitudinal data with covariatesTime-consistent risk-constrained dynamic portfolio optimization with transactional costs and time-dependent returnsSensitivity of hidden Markov modelsMining categorical sequences from data using a hybrid clustering methodOptimal hedging when the underlying asset follows a regime-switching Markov processMultivariate longitudinal data analysis with mixed effects hidden Markov modelsSequential detection of switches in models with changing structuresLatent class models for diary method data: Parameter estimation by local computationsStochastic models for ion channels: Introduction and bibliographyVARIATIONAL BAYESIAN ANALYSIS FOR HIDDEN MARKOV MODELSAsymptotic normality of the maximum-likelihood estimator for general hidden Markov modelsOn fractionally-supervised classification: weight selection and extension to the multivariate \(t\)-distributionA fitting algorithm for Markov-modulated Poisson processes having two arrival ratesMultivariate hidden Markov regression models: random covariates and heavy-tailed distributionsHidden Markov models with binary dependenceLearning hidden Markov models from aggregate observationsTensor train spectral method for learning of hidden Markov models (HMM)Order selection for regression-based hidden Markov modelVarieties of Helmholtz machineConsistency of the maximum likelihood estimator in seasonal hidden Markov modelsHidden Markov models with factored Gaussian mixtures densitiesA Markov regime-switching model for crude-oil markets: Comparison of composite likelihood and full likelihoodA two-step estimator for generalized linear models for longitudinal data with time-varying measurement errorModel-based two-way clustering of second-level units in ordinal multilevel latent Markov modelsUsing Expectation-Maximization for Reinforcement LearningLinear optimal prediction and innovations representations of hidden Markov models.Triplet Markov chainsHost-based intrusion detection using dynamic and static behavioral modelsA graphical model method for integrating multiple sources of genome-scale dataNon-homogeneous hidden Markov-switching models for wind time seriesHandling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structureParameter estimation for hidden Markov chainsDiscovering stochastic process models by reduction and abstractionSurvey: finite-state technology in natural language processing




This page was built for publication: A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains