Hidden Markov models: inverse filtering, belief estimation and privacy protection

DOI10.1007/s11424-021-1247-1zbMath1480.93425OpenAlexW3209716322MaRDI QIDQ2070019

Cristian R. Rojas, Inês Lourenço, B. Wahlberg, Robert Mattila, Xiao-ming Hu

Publication date: 21 January 2022

Published in: Journal of Systems Science and Complexity (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11424-021-1247-1

zbMATH Keywords

hidden Markov modelsinverse filteringbelief estimationcounter-adversarial systemsinverse decision making

Mathematics Subject Classification ID

Decision theory (91B06) Filtering in stochastic control theory (93E11) Markov processes: estimation; hidden Markov models (62M05) Portfolio theory (91G10)

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Blood and breath alcohol concentration from transdermal alcohol biosensor data: estimation and uncertainty quantification via forward and inverse filtering for a covariate-dependent, physics-informed, hidden Markov model* ⋮ Differentially private distributed parameter estimation

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