Statistical Inference for Probabilistic Functions of Finite State Markov Chains
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(only showing first 100 items - show all)- The adjusted Viterbi training for hidden Markov models
- A minimum description length approach to hidden Markov models with Poisson and Gaussian emissions. Application to order identification
- Deriving the autocovariances of powers of Markov-switching GARCH models, with applications to statistical inference
- Direct maximization of the likelihood of a hidden Markov model
- Subspace estimation and prediction methods for hidden Markov models
- Adaptive control of Markov processes with incomplete state information and unknown parameters
- On model order estimation for partially observed Markov chains
- Maximum-likelihood estimation for hidden Markov models
- On the learnability and usage of acyclic probabilistic finite automata
- How to count and guess well: Discrete adaptive filters
- Uncovering the synchronization dynamics from correlated neuronal activity quantifies assembly formation
- On recursive estimation for hidden Markov models
- Kalman filtering of a space-time Markov random field
- SPRT and CUSUM in hidden Markov models
- On hidden Markov chains and finite stochastic systems.
- Optimal adaptive estimators for partially observed numbers of defective items in inventory models
- A survey on off-line cursive word recognition
- Filtering of discrete-time systems hidden in discrete-time random measures
- Soft computing hybrids for FOREX rate prediction: a comprehensive review
- A simplified matrix formulation for sensitivity analysis of hidden Markov models
- A general hidden state random walk model for animal movement
- General framework and model building in the class of hidden mixture transition distribution models
- Hidden Markov models revealing the stress field underlying the earthquake generation
- State duration and interval modeling in hidden semi-Markov model for sequential data analysis
- HMM with emission process resulting from a special combination of independent Markovian emissions
- A peeling algorithm for multiple testing on a random field
- Asymptotic properties of the maximum likelihood estimator in autoregressive models with Markov regime
- Consistent and asymptotically normal parameter estimates for hidden Markov mixtures of Markov models
- Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
- Bayesian classification of hidden Markov models
- Strong law of large numbers for hidden Markov chains indexed by Cayley trees
- Methods to predict protein spatial structure
- Structured prediction by joint kernel support estimation
- Efficient and effective learning of HMMs based on identification of hidden states
- A hierarchical spatiotemporal statistical model motivated by glaciology
- Dynamic investment strategy with factor models under regime switches
- Strong law of large numbers for hidden Markov chains indexed by an infinite tree with uniformly bounded degrees
- Learning hidden Markov models for linear Gaussian systems with applications to event-based state estimation
- On regularity of functions of Markov chains
- Hidden Markov model with Markovian emission
- Hidden Markov models with binary dependence
- Crisis risk prediction with concavity from polymodel
- Information geometry approach to parameter estimation in hidden Markov model
- Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models
- Dimension reduction in recurrent networks by canonicalization
- Hidden Markov models in reliability and maintenance
- Learning hidden Markov models with unknown number of states
- Estimation of steady-state quantities of an HMM with some rarely generated emissions
- The role of intrinsic dimension in high-resolution player tracking data -- insights in basketball
- Area anomaly in the rough path Brownian scaling limit of hidden Markov walks
- Regenerativity of Viterbi process for pairwise Markov models
- Semi-hidden Markov models for generation and analysis of sequences
- The evaluation problem in discrete semi-hidden Markov models
- Making sense of sensory input
- Identifying the recurrence of sleep apnea using a harmonic hidden Markov model
- Wavelet improvement in turning point detection using a hidden Markov model: from the aspects of cyclical identification and outlier correction
- State estimation for partially observed Markov chains
- Stationarity and -mixing of general Markov-switching bilinear processes
- Assessing the influence of marketing activities on customer behaviors: a dynamic clustering approach
- Hidden three-state survival model for bivariate longitudinal count data
- A hidden Markov model approach to characterizing the photo-switching behavior of fluorophores
- Posterior consistency for partially observed Markov models
- The Baum-Welch algorithm with limiting distribution constraints
- Low-dimensional representation of genomic sequences
- Assessing growth in a diagnostic classification model framework
- A novel method for decoding any high-order hidden Markov model
- Consistency of the maximum likelihood estimator in seasonal hidden Markov models
- Consistency of maximum likelihood estimation for some dynamical systems
- Posterior consistency for nonparametric hidden Markov models with finite state space
- Survey: finite-state technology in natural language processing
- An EM algorithm for continuous-time bivariate Markov chains
- Efficient sensitivity analysis in hidden Markov models
- Approximating a sequence of observations by a simple process
- Least squares type estimation of the transition density of a particular hidden Markov chain
- Consistency of the maximum likelihood estimator for general hidden Markov models
- Identifying directional persistence in intracellular particle motion using hidden Markov models
- Maximum likelihood estimation for general hidden semi-Markov processes with backward recurrence time dependence
- Estimation in hidden Markov models via efficient importance sampling
- Adaptive estimation of the transition density of a particular hidden Markov chain
- Markov property for a function of a Markov chain: A linear algebra approach
- Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
- Estimation of the parameters of a Markov-modulated loss process in insurance
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Hypothesis testing for Markovian models with random time observations
- Linear optimal prediction and innovations representations of hidden Markov models.
- Universally consistent conditional \(U\)-statistic for absolutely regular processes and its applications for hidden Markov models
- On entropy production of repeated quantum measurements. II: Examples
- When are emptiness and containment decidable for probabilistic automata?
- Statistical inference for the nonparametric and semiparametric hidden Markov model via the composite likelihood approach
- \( \mathcal{L}_1\)-optimal filtering of Markov jump processes. III: Identification of system parameters
- Fault diagnosis and prognosis of bearing based on hidden Markov model with multi-features
- A Markov-switching regression model with non-Gaussian innovations: estimation and testing
- Markov chain models for cardiac rhythm dynamics in patients undergoing catheter ablation of atrial fibrillation
- Markov-switching model selection using Kullback-Leibler divergence
- Hidden Markov model for parameter estimation of a random walk in a Markov environment
- On convergence in distribution of the Markov chain generated by the filter kernel induced by a fully dominated hidden Markov model
- Mixed hidden Markov models for longitudinal data: an overview
- Fractional diffusion with partial observations
- Large-scale multiple testing under dependence
- HMM-Fisher: identifying differential methylation using a hidden Markov model and Fisher's exact test
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