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Inference in Hidden Markov models /
| 1. Verfasser: | |
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| Weitere Verfasser: | , |
| Format: | Printed Book |
| Sprache: | English |
| Veröffentlicht: |
New York
Springer ,
2005.
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| Schriftenreihe: | Springer series in statistics.
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| Schlagworte: |
Inhaltsangabe:
- . 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