Introduction to hidden semi-Markov models

✍ Scribed by Elliott, Robert J.; Van der Hoek, John

Publisher: Cambridge University Press
Year: 2018
Tongue: English
Leaves: 185
Series: London Mathematical Society lecture note series 445
Category: Library

No coin nor oath required. For personal study only.

✦ Synopsis

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related Read more...

Abstract:

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject, developing the theory of Markov and Read more...

✦ Table of Contents

Content: Preface
1. Observed Markov chains
2. Estimation of an observed Markov chain
3. Hidden Markov models
4. Filters and smoothers
5. The Viterbi algorithm
6. The EM algorithm
7. A new Markov chain model
8. Semi-Markov models
9. Hidden semi-Markov models
10. Filters for hidden semi-Markov models
Appendix A. Higher order chains
Appendix B. An example of a second order chain
Appendix C. A conditional Bayes theorem
Appendix D. On conditional expectations
Appendix E. Some molecular biology
Appendix F. Earlier applications of hidden Markov chain models
References
Index.

✦ Subjects

Hidden Markov models.;Stochastic processes.;Markov processes.;Hidden Markov models;Markov processes;Stochastic processes

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