The likelihood ratio test for hidden Markov models in two-sample problems
Computational Statistics & Data Analysis
Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models
Computational Statistics & Data Analysis
NHPP models with Markov switching for software reliability
Computational Statistics & Data Analysis
Direct maximization of the likelihood of a hidden Markov model
Computational Statistics & Data Analysis
Bayesian posterior mean estimates for Poisson hidden Markov models
Computational Statistics & Data Analysis
Zero knowledge hidden Markov model inference
Pattern Recognition Letters
Iterated importance sampling in missing data problems
Computational Statistics & Data Analysis
Approximate forward-backward algorithm for a switching linear Gaussian model
Computational Statistics & Data Analysis
Nonlinear tracking in a diffusion process with a Bayesian filter and the finite element method
Computational Statistics & Data Analysis
Hidden Markov models with arbitrary state dwell-time distributions
Computational Statistics & Data Analysis
Attentive user interface for interaction within virtual reality environments based on gaze analysis
HCII'11 Proceedings of the 14th international conference on Human-computer interaction: interaction techniques and environments - Volume Part II
Gaussian Process Dynamical Models for hand gesture interpretation in Sign Language
Pattern Recognition Letters
Markov-switching autoregressive models for wind time series
Environmental Modelling & Software
On identification of FIR systems having quantized output data
Automatica (Journal of IFAC)
IDEAL'12 Proceedings of the 13th international conference on Intelligent Data Engineering and Automated Learning
Approximate posterior distributions for convolutional two-level hidden Markov models
Computational Statistics & Data Analysis
Dual time-frequency domain system identification
Automatica (Journal of IFAC)
Identification of ARMA models using intermittent and quantized output observations
Automatica (Journal of IFAC)
Analyzing the scalability of a social network of agents
Proceedings of the 2013 IEEE/ACM International Conference on Advances in Social Networks Analysis and Mining
Blind system identification using precise and quantized observations
Automatica (Journal of IFAC)
Computational Statistics & Data Analysis
Dealing with multiple local modalities in latent class profile analysis
Computational Statistics & Data Analysis
Modelling species abundance in a river by Negative Binomial hidden Markov models
Computational Statistics & Data Analysis
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This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.