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Finding the Observed Information Matrix when Using the EM Algorithm

โœ Scribed by Thomas A. Louis


Book ID
120593775
Publisher
Blackwell Publishing
Year
1982
Tongue
English
Weight
648 KB
Volume
44
Category
Article
ISSN
0035-9246

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Computing the observed information in th
โœ James P. Hughes ๐Ÿ“‚ Article ๐Ÿ“… 1997 ๐Ÿ› Elsevier Science ๐ŸŒ English โš– 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