Inference in Hidden Markov Models (2005) (Springer Series in Statistics)
By: and and
Sign Up Now!
Already a Member? Log In
You must be logged into UK education collection to access this title.
Learn about membership options,
or view our freely available titles.
- Synopsis
- This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.
- Copyright:
- 2005
Book Details
- Book Quality:
- Publisher Quality
- ISBN-13:
- 9780387289823
- Related ISBNs:
- 9780387402642
- Publisher:
- Springer New York
- Date of Addition:
- 02/07/21
- Copyrighted By:
- N/A
- Adult content:
- No
- Language:
- English
- Has Image Descriptions:
- No
- Categories:
- Nonfiction, Computers and Internet, Business and Finance, Technology, Mathematics and Statistics
- Submitted By:
- Bookshare Staff
- Usage Restrictions:
- This is a copyrighted book.
Reviews
Other Books
- by Olivier Cappé
- by Eric Moulines
- by Tobias Ryden
- in Nonfiction
- in Computers and Internet
- in Business and Finance
- in Technology
- in Mathematics and Statistics