Coverart for item
The Resource Inference in hidden Markov models, [by] Olivier Cappé, Eric Moulines, Tobias Rydén, (electronic book)

Inference in hidden Markov models, [by] Olivier Cappé, Eric Moulines, Tobias Rydén, (electronic book)

Label
Inference in hidden Markov models
Title
Inference in hidden Markov models
Statement of responsibility
[by] Olivier Cappé, Eric Moulines, Tobias Rydén
Creator
Contributor
Subject
Language
eng
Summary
"Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more. 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, which allow for exact algorithms for filtering, estimation etc., and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail." "This volume will suit anybody with an interest in inference for stochastic processes, and it will be useful for researchers and practitioners in areas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The algorithmic parts of the book do not require an advanced mathematical background, while the more theoretical parts require knowledge of probability theory at the measure-theoretical level."--Jacket
Member of
Characteristic
online system or service
http://library.link/vocab/creatorName
Cappé, Olivier
Image bit depth
0
http://library.link/vocab/relatedWorkOrContributorName
  • Moulines, Eric
  • Rydén, Tobias
Series statement
Springer series in statistics
http://library.link/vocab/subjectName
  • Markov processes
  • Stochastic processes
Label
Inference in hidden Markov models, [by] Olivier Cappé, Eric Moulines, Tobias Rydén, (electronic book)
Instantiates
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Color
not applicable
Contents
Preliminaries; Contents; 1 Introduction; 2 Main Definitions and Notations; 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; 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
Dimensions
unknown
File format
multiple file formats
Isbn
9780387289823
Level of compression
uncompressed
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote
Label
Inference in hidden Markov models, [by] Olivier Cappé, Eric Moulines, Tobias Rydén, (electronic book)
Publication
Antecedent source
mixed
Bibliography note
Includes bibliographical references and index
Color
not applicable
Contents
Preliminaries; Contents; 1 Introduction; 2 Main Definitions and Notations; 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; 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
Dimensions
unknown
File format
multiple file formats
Isbn
9780387289823
Level of compression
uncompressed
Quality assurance targets
absent
Reformatting quality
access
Specific material designation
remote

Library Locations

Processing Feedback ...