Computing the observed information in the hidden Markov model using the EM algorithm

DOI10.1016/S0167-7152(96)00062-4zbMath0874.60068MaRDI QIDQ1359772

James P. Hughes

Publication date: 6 July 1997

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

zbMATH Keywords

EM algorithmhidden Markov modelinformation

Mathematics Subject Classification ID

Applications of Markov chains and discrete-time Markov processes on general state spaces (social mobility, learning theory, industrial processes, etc.) (60J20)

Related Items (3)

Estimation of probability mixture. ⋮ Hidden Markov analysis of mechanosensitive ion channel gating ⋮ Information matrix for hidden Markov models with covariates

Cites Work

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• Stochastic models for heterogeneous DNA sequences
• Hidden Markov Models for Speech Recognition
• Stochastic Modeling of Scientific Data
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

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