Sensitivity of hidden Markov models

DOI10.1239/JAP/1127322017MaRDI QIDQ3367738zbMATH OpenOpenAlexFDO

Authors Alexander Mitrophanov, Alexandre Lomsadze, Mark Borodovsky

Publication date 26 January 2006

Published in Journal of Applied Probability (Search for Journal in Brave)

Full work available at URL https://projecteuclid.org/euclid.jap/1127322017

zbMATH Keywords

Hidden Markov modelMarkov chainmixtureperturbation boundsemi-Markov processsensitivity analysis

Mathematics Subject Classification ID

Markov chains (discrete-time Markov processes on discrete state spaces) (60J10) Sensitivity (robustness) (93B35) Stochastic systems in control theory (general) (93E03)

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Cited in

(10)

• A simplified matrix formulation for sensitivity analysis of hidden Markov models
• Sensitivity analysis of discrete Markov chains via matrix calculus
• Efficient sensitivity analysis in hidden Markov models
• Asymptotic expansions for stationary distributions of perturbed semi-Markov processes
• Sensitivity analysis in Markov decision processes with uncertain reward parameters
• Quantitative Estimates in an M₂/G₂/1 Priority Queue with Non-Preemptive Priority: The Method of Strong Stability
• scientific article; zbMATH DE number 861620 (Why is no real title available?)
• Perturbation and Inverse Problems of Stochastic Matrices
• Uniform accuracy of the maximum likelihood estimates for probabilistic models of biological sequences
• Stability of discrete-time positive Markov-switching impulse system

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