𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Bayesian estimation of hidden Markov chains: a stochastic implementation

✍ Scribed by Christian P. Robert; Gilles Celeux; Jean Diebolt

Publisher
Elsevier Science
Year
1993
Tongue
English
Weight
546 KB
Volume
16
Category
Article
ISSN
0167-7152

No coin nor oath required. For personal study only.

πŸ“œ SIMILAR VOLUMES

Bayesian test of homogeneity for Markov
Bayesian test of homogeneity for Markov chains
✍ JΓ©rΓ΄me A. Dupuis πŸ“‚ Article πŸ“… 1997 πŸ› Elsevier Science 🌐 English βš– 345 KB

The test we develop expresses the null hypothesis in terms of proximity of the distribution of a Markov chain (yt) to the subspace ~ of homogeneous Markov chains. The distance we use is the Kullback distance which turns out to be conceptually appropriate. Departure from the point null hypothesis all

On the Markov property of a finite hidde
On the Markov property of a finite hidden Markov chain
✍ Peter Spreij πŸ“‚ Article πŸ“… 2001 πŸ› Elsevier Science 🌐 English βš– 119 KB

In this paper we study the question of the conditions under which a hidden Markov chain itself exhibits Markovian behaviour. An insightful method to answer this question is based on a recursive ΓΏltering formula for the underlying chain.