A new algorithm for inference in HMM's with lower span complexity

DOI10.1016/J.CSDA.2024.107955MaRDI QIDQ6573292zbMATH OpenFDO

Authors Diogo Pereira, Cláudia Nunes, Rui C. Rodrigues

Publication date 16 July 2024

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/J.CSDA.2024.107955

zbMATH Keywords

Baum-Welch algorithmexpectation-maximization algorithmhidden Markov modelsparallel computation

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08)

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Cites work

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• Hidden Markov models for time series. An introduction using R
• Hidden Markov processes. Theory and applications to biology
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• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
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• Mixture and Hidden Markov Models with R
• Statistical guarantees for the EM algorithm: from population to sample-based analysis
• Temporal Parallelization of Inference in Hidden Markov Models

Cited in

(1)

• Estimate exponential memory decay in hidden Markov model and its applications to inference

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