Simulated annealing for maximum a posteriori parameter estimation of hidden Markov models

DOI10.1109/18.841176zbMath1009.62070OpenAlexW2134990572MaRDI QIDQ4503589

Arnaud Doucet, Christophe Andrieu

Publication date: 7 September 2000

Published in: IEEE Transactions on Information Theory (Search for Journal in Brave)

Full work available at URL: https://semanticscholar.org/paper/e7368706eca3d7e2aea6e7598175b6aa0f2b2c3a

zbMATH Keywords

Markov chainsimulated annealing algorithmhidden Markov modelsBayesian estimationdata augmentationmaximum a posteriori

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

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