Exponential forgetting of smoothing distributions for pairwise Markov models

DOI10.1214/21-EJP628zbMath1480.60198arXiv2103.05474WikidataQ115517653 ScholiaQ115517653MaRDI QIDQ2042802

Jüri Lember, Joonas Sova

Publication date: 21 July 2021

Published in: Electronic Journal of Probability (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2103.05474

zbMATH Keywords

hidden Markov modelsMarkov modelssmoothing probabilities

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Discrete-time Markov processes on general state spaces (60J05)

Related Items (1)

Pairwise Markov models and hybrid segmentation approach

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