Probabilistic reasoning in intelligent systems: networks of plausible inference
Probabilistic reasoning in intelligent systems: networks of plausible inference
Graphical models for machine learning and digital communication
Graphical models for machine learning and digital communication
A unifying review of linear Gaussian models
Neural Computation
An entropic estimator for structure discovery
Proceedings of the 1998 conference on Advances in neural information processing systems II
Neural Networks for Pattern Recognition
Neural Networks for Pattern Recognition
Analysis of the human sleep electroencephalogram using a self-organising neural network
Analysis of the human sleep electroencephalogram using a self-organising neural network
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Coupled Hidden Markov Models (CHMM) are a tool which model interactions between variables in state space rather than observation space. Thus they may reveal coupling in cases where classical tools such as correlation fail. In this paper we derive the maximum a posteriori equations for the Expectation Maximisation algorithm. The use of the models is demonstrated on simulated data, as well as in a variety of biomedical signal analysis problems.