Parameter estimation for hidden Gibbs chains

DOI10.1016/0167-7152(90)90111-JzbMath0698.62086MaRDI QIDQ912555

N. E. Zubov

Publication date: 1990

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

EM algorithmnoisy datasimulation resultsMarkov random fieldmissing dataAsymptotic propertiesGibbs chainpartially observed Gibbs chainrecursion technique

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Inference from stochastic processes (62M99)

Related Items (12)

Discriminant analysis and density estimation on the finite d-dimensional grid ⋮ Estimation for hidden Markov random fields ⋮ On the use of quasi-likelihood for estimation in hidden Markov random fields ⋮ A short history of Markov chain Monte Carlo: Subjective recollections from incomplete data ⋮ Normal approximations for lattice systems ⋮ Bayesian filtering and supervised classification in image remote sensing ⋮ MAP estimation using measure change for continuous-state random fields ⋮ M.A.P.Estimation for hidden discrete Markov random fields ⋮ Bayesian estimation of hidden Markov chains: A stochastic implementation ⋮ Hidden Markov chains in generalized linear models ⋮ Stochastic relaxations and em algorithms for markov random fields ⋮ Parameter estimation for hidden Markov chains

Cites Work

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• On model order estimation for partially observed Markov chains
• Statistical analysis of finite mixture distributions
• Maximum likelihood estimation for multivariate observations of Markov sources
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

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