✦ LIBER ✦

Exact Computation of the Observed Information Matrix for Hidden Markov Models

✍ Scribed by Lystig, Theodore C; Hughes, James P

Book ID: 120321462
Publisher: American Statistical Association
Year: 2002
Tongue: English
Weight: 194 KB
Volume: 11
Category: Article
ISSN: 1061-8600
DOI: 10.1198/106186002402

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Information matrix for hidden Markov mod

Information matrix for hidden Markov models with covariates

✍ Bartolucci, Francesco; Farcomeni, Alessio 📂 Article 📅 2014 🏛 Springer US 🌐 English ⚖ 293 KB

Computing the observed information in th

Computing the observed information in the hidden Markov model using the EM algorithm

✍ James P. Hughes 📂 Article 📅 1997 🏛 Elsevier Science 🌐 English ⚖ 409 KB

A method of computing the observed information for the hidden Markov model using the EM algorithm and the results of Louis ( ) is described. Generating the "exact" information may be computationally intensive for large datasets but an approximation is given which significantly reduces the computatio

Efficient computation of the hidden Mark

Efficient computation of the hidden Markov model entropy for a given observation sequence

✍ Hernando, D.; Crespi, V.; Cybenko, G. 📂 Article 📅 2005 🏛 IEEE 🌐 English ⚖ 176 KB

Computation of the Fisher information ma

Computation of the Fisher information matrix for SISO models

✍ Klein, A.; Melard, G. 📂 Article 📅 1994 🏛 IEEE 🌐 English ⚖ 499 KB

Computation of the Fisher information ma

Computation of the Fisher information matrix for time series models

✍ André Klein; Guy Mélard 📂 Article 📅 1995 🏛 Elsevier Science 🌐 English ⚖ 745 KB

The gradient projection method for the t

The gradient projection method for the training of hidden Markov models

✍ Qiang Huo; Chorkin Chan 📂 Article 📅 1993 🏛 Elsevier Science 🌐 English ⚖ 538 KB