𝔖 Bobbio Scriptorium
✦   LIBER   ✦

Risk-sensitive filtering and smoothing for hidden Markov models

✍ Scribed by Subhrakanti Dey; John B. Moore


Publisher
Elsevier Science
Year
1995
Tongue
English
Weight
326 KB
Volume
25
Category
Article
ISSN
0167-6911

No coin nor oath required. For personal study only.


πŸ“œ SIMILAR VOLUMES


Filtering and smoothing algorithms for s
✍ R. Kohn; C.F. Ansley πŸ“‚ Article πŸ“… 1989 πŸ› Elsevier Science 🌐 English βš– 790 KB

The paper reviews and generalizes recent filtering and smoothing algorithms for observations generated by a state model. In particular the paper discusses the modified Kalman filter derived by Ansley and Kohn (1985) and Kohn and Ansley (1986) to deal with state space models having partially diffuse

Quantile forecasting for credit risk man
✍ Konrad Banachewicz; AndrΓ© Lucas πŸ“‚ Article πŸ“… 2008 πŸ› John Wiley and Sons 🌐 English βš– 288 KB

## Abstract Recent models for credit risk management make use of hidden Markov models (HMMs). HMMs are used to forecast quantiles of corporate default rates. Little research has been done on the quality of such forecasts if the underlying HMM is potentially misspecified. In this paper, we focus on

Search and learning strategies for impro
✍ Renato De Mori; Michael Galler; Fabio Brugnara πŸ“‚ Article πŸ“… 1995 πŸ› Elsevier Science 🌐 English βš– 121 KB

A speaker-independent automatic speech recognition system is developed using hidden Markov models (HMMs). Simulated annealing and randomized search are used to optimize discrete features of the system, including topologies, parameter ties, context clusters, and the sizes of mixture densities. Domain

Hidden Markov models that use predicted
✍ Jeanette Hargbo; Arne Elofsson πŸ“‚ Article πŸ“… 1999 πŸ› John Wiley and Sons 🌐 English βš– 112 KB πŸ‘ 2 views

There are many proteins that share the same fold but have no clear sequence similarity. To predict the structure of these proteins, so called ''protein fold recognition methods'' have been developed. During the last few years, improvements of protein fold recognition methods have been achieved throu

Incorporating hidden Markov models for i
✍ Hsien-Da Huang; Tzong-Yi Lee; Shih-Wei Tzeng; Li-Cheng Wu; Jorng-Tzong Horng; An πŸ“‚ Article πŸ“… 2005 πŸ› John Wiley and Sons 🌐 English βš– 441 KB

## Abstract Protein phosphorylation, which is an important mechanism in posttranslational modification, affects essential cellular processes such as metabolism, cell signaling, differentiation, and membrane transportation. Proteins are phosphorylated by a variety of protein kinases. In this investi