Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm

DOI10.1016/j.csda.2011.12.017zbMath1243.62111OpenAlexW1986769619MaRDI QIDQ435011

Maud Delattre, Marc Lavielle

Publication date: 16 July 2012

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2011.12.017

zbMATH Keywords

epileptic seizures countsforward backward algorithmnonlinear mixed effects model

Mathematics Subject Classification ID

Related Items (3)

A note on BIC in mixed-effects models ⋮ Robust fitting of hidden Markov regression models under a longitudinal setting ⋮ Handling non-ignorable dropouts in longitudinal data: a conditional model based on a latent Markov heterogeneity structure

Cites Work

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• Inference in hidden Markov models.
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• Coupling a stochastic approximation version of EM with an MCMC procedure
• Mixed Hidden Markov Models
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains

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