Parameter estimation for hidden Markov chains

DOI10.1016/S0378-3758(02)00318-XzbMath1021.62060OpenAlexW2037620623MaRDI QIDQ1866243

G. E. B. Archer, Michael D. Titterington

Publication date: 3 April 2003

Published in: Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/s0378-3758(02)00318-x

zbMATH Keywords

EM algorithmincomplete datamaximum likelihoodHidden Markov modelmethod of momentsmean-field approximationsmaximum pseudo-likelihood

Mathematics Subject Classification ID

Related Items (9)

Parameter estimation in latent profile models. ⋮ On the Adequacy of Variational Lower Bound Functions for Likelihood-based Inference in Markovian Models with Missing Values ⋮ Bayesian methods for neural networks and related models ⋮ Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates ⋮ Sensitivity of hidden Markov models ⋮ The influence of initial conditions on maximum likelihood estimation of the parameters of a binary hidden Markov model ⋮ Likelihood Inference for a Class of Latent Markov Models under Linear Hypotheses on the Transition Probabilities ⋮ Model parameter estimation and residual life prediction for a partially observable failing system ⋮ EM procedures using mean field-like approximations for Markov model-based image segmentation

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