Inference in Hidden Markov Models

Inference in Hidden Markov Models
Author :
Publisher : Springer Science & Business Media
Total Pages : 656
Release :
ISBN-10 : 9780387289823
ISBN-13 : 0387289828
Rating : 4/5 (828 Downloads)

Book Synopsis Inference in Hidden Markov Models by : Olivier Cappé

Download or read book Inference in Hidden Markov Models written by Olivier Cappé and published by Springer Science & Business Media. This book was released on 2006-04-12 with total page 656 pages. Available in PDF, EPUB and Kindle. Book excerpt: 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.


Inference in Hidden Markov Models Related Books

Inference in Hidden Markov Models
Language: en
Pages: 656
Authors: Olivier Cappé
Categories: Mathematics
Type: BOOK - Published: 2006-04-12 - Publisher: Springer Science & Business Media

GET EBOOK

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and
Inference in Hidden Markov Models
Language: en
Pages: 682
Authors: Olivier Cappé
Categories: Business & Economics
Type: BOOK - Published: 2005-08-04 - Publisher: Springer Science & Business Media

GET EBOOK

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and
Hidden Markov Models for Time Series
Language: en
Pages: 399
Authors: Walter Zucchini
Categories: Mathematics
Type: BOOK - Published: 2017-12-19 - Publisher: CRC Press

GET EBOOK

Hidden Markov Models for Time Series: An Introduction Using R, Second Edition illustrates the great flexibility of hidden Markov models (HMMs) as general-purpos
Bayesian Time Series Models
Language: en
Pages: 432
Authors: David Barber
Categories: Computers
Type: BOOK - Published: 2011-08-11 - Publisher: Cambridge University Press

GET EBOOK

The first unified treatment of time series modelling techniques spanning machine learning, statistics, engineering and computer science.
Biological Sequence Analysis
Language: en
Pages: 372
Authors: Richard Durbin
Categories: Science
Type: BOOK - Published: 1998-04-23 - Publisher: Cambridge University Press

GET EBOOK

Probabilistic models are becoming increasingly important in analysing the huge amount of data being produced by large-scale DNA-sequencing efforts such as the H