Inference in hidden Markov models
โ Cappe O., Moulines E., Ryden T.
๐ Library
๐
2005
๐ Springer
๐ English
โฆ LIBER โฆ
๐
Inference in Hidden Markov Models
โ Scribed by Olivier Cappรฉ, Eric Moulines, Tobias Ryden
- Publisher
- Springer, Berlin
- Year
- 2005
- Tongue
- English
- Leaves
- 658
- Series
- Springer Series in Statistics
- Edition
- 2005. Corr. 2nd.
- Category
- Library
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โฆ Synopsis
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.
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