Estimate exponential memory decay in hidden Markov model and its applications to inference

DOI10.1016/J.PHYSD.2024.134053MaRDI QIDQ6496461

Felix X.-F. Ye, Yi-An Ma, Hong Qian

Publication date: 3 May 2024

Published in: Physica D (Search for Journal in Brave)

zbMATH Keywords

hidden Markov modelLyapunov exponentsrandom dynamical systemsstatistical inferencemachine learning

Mathematics Subject Classification ID

Markov processes (60Jxx) Special matrices (15Bxx) Random dynamical systems (37Hxx)

Cites Work

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