Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models

DOI10.1214/13-AOAS662zbMath1283.62174arXiv1208.4989OpenAlexW3100507333MaRDI QIDQ2441854

Nicolas Städler, Sach Mukherjee

Publication date: 28 March 2014

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1208.4989

zbMATH Keywords

HMMmodel selectiongraphical Lassochromatin modelinggenome biologygreedy backward pruningMMDLuniversal regularization

Mathematics Subject Classification ID

Related Items (2)

Penalized estimation in high-dimensional hidden Markov models with state-specific graphical models ⋮ Penalized estimation of flexible hidden Markov models for time series of counts

Uses Software

• mclust
• glasso

Cites Work

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• Biological Sequence Analysis
• Ideal spatial adaptation by wavelet shrinkage
• A sequential pruning strategy for the selection of the number of states in hidden Markov models
• Model-Based Clustering, Discriminant Analysis, and Density Estimation

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