Cappé, Olivier
Inference in Hidden Markov Models
1. Introduction
2. Main Definitions and Notations
Part I. State Inference
3. Filtering and Smoothing Recursions
4. Advanced Topics in Smoothing
5. Applications of Smoothing
6. Monte Carlo Methods
7. Sequential Monte Carlo Methods
8. Advanced Topics in Sequential Monte Carlo
9. Analysis of Sequential Monte Carlo Methods
Part II. Parameter Inference
10. Maximum Likelihood Inference, Part I: Optimization Through Exact Smoothing
11. Maximum Likelihood Inference, Part II: Monte Carlo Optimization
12. Statistical Properties of the Maximum Likelihood Estimator
13. Fully Bayesian Approaches
Part III. Background and Complements
14. Elements of Markov Chain Theory
15. An Information-Theoretic Perspective on Order Estimation
DRM-restrictions
Printing: not available
Clipboard copying: not available
Avainsanat: MATHEMATICS / Probability & Statistics / General MAT029000
- Tekijä(t)
- Cappé, Olivier
- Moulines, Eric
- Rydén, Tobias
- Julkaisija
- Springer
- Julkaisuvuosi
- 2005
- Kieli
- en
- Painos
- 1
- Kategoria
- Eksaktit luonnontieteet
- Tiedostomuoto
- E-kirja
- eISBN (PDF)
- 9780387289823