Recursive parameter estimation algorithm of the Dirichlet hidden Markov model

DOI10.1080/00949655.2019.1679144OpenAlexW2980327094MaRDI QIDQ5107710

Leonidas L. Sakalauskas, Jūratė Vaičiulytė

Publication date: 28 April 2020

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/00949655.2019.1679144

zbMATH Keywords

parameter estimationhidden Markov modelsDirichlet distributionlikelihood methodrecursive EM algorithm

Mathematics Subject Classification ID

Statistics (62-XX)

Uses Software

• Learn++

Cites Work

• Unnamed Item
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• Analysis of recursive stochastic algorithms
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• On-line estimation of hidden Markov model parameters based on the Kullback-Leibler information measure
• Clustering in linear mixed models with approximate Dirichlet process mixtures using EM algorithm
• On the maximization of likelihoods belonging to the exponential family using a Levenberg–Marquardt approach
• Segmentation of mortality surfaces by hidden Markov models

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