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Inference in Hidden Markov models /
| Hovedforfatter: | |
|---|---|
| Andre forfattere: | , |
| Format: | Printed Book |
| Sprog: | English |
| Udgivet: |
New York
Springer ,
2005.
|
| Serier: | Springer series in statistics.
|
| Fag: |
Indholdsfortegnelse:
- . Introduction-- Main definitions and notations Pt. I. State inference-- Filtering and smoothing recursions--Advanced topics in smoothing-- Applications of smoothing--Monte Carlo methods-- Sequential Monte Carlo methods-- Advanced topics in sequential Monte Carlo--Analysis of sequential Monte Carlo methods Pt. II. Parameter inference-- Maximum likelihood inference, part I : optimization through exact smoothing-- Maximum likelihood inference, part II : Monte Carlo optimization--Statistical properties of the maximum likelihood estimator--Fully Bayesian approaches Pt. III. Background and complements-- Elements of Markov chain theory-- An information-theoretic perspective on order estimation