Identifiability and consistent estimation of nonparametric translation hidden markov models with general state space

被引：0

作者：

Gassiat, Élisabeth ^{[1
]}

Le Corff, Sylvain ^{[2
]}

Lehéricy, Luc ^{[1
]}

机构：

[1] Gassiat, Élisabeth

[2] Le Corff, Sylvain

[3] Lehéricy, Luc

来源：

| 1600年 / Microtome Publishing卷 / 21期

关键词：

Hidden Markov models;

D O I：

暂无

中图分类号：

学科分类号：

摘要：

引用

共 50 条

[1] Identifiability and Consistent Estimation of Nonparametric Translation Hidden Markov Models with General State Space
Gassiat, Elisabeth
Le Corff, Sylvain
Lehericy, Luc
JOURNAL OF MACHINE LEARNING RESEARCH, 2020, 21
[2] Consistent order estimation for nonparametric hidden Markov models
Lehericy, Luc
BERNOULLI, 2019, 25 (01) : 464 - 498
[3] Semiparametric hidden Markov models: identifiability and estimation
Dannemann, Joern
Holzmann, Hajo
Leister, Anna
WILEY INTERDISCIPLINARY REVIEWS-COMPUTATIONAL STATISTICS, 2014, 6 (06): : 418 - 425
[4] Consistent Estimation of the Filtering and Marginal Smoothing Distributions in Nonparametric Hidden Markov Models
De Castro, Yohann
Gassiat, Elisabeth
Le Corff, Sylvain
IEEE TRANSACTIONS ON INFORMATION THEORY, 2017, 63 (08) : 4758 - 4777
[5] State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models
Lehericy, Luc
JOURNAL OF MACHINE LEARNING RESEARCH, 2018, 19
[6] Posterior consistency for nonparametric hidden Markov models with finite state space
Vernet, Elodie
ELECTRONIC JOURNAL OF STATISTICS, 2015, 9 (01): : 717 - 752
[7] Nonparametric Density Estimation in Hidden Markov Models
C.C.Y. Dorea
L.C. Zhao
Statistical Inference for Stochastic Processes, 2002, 5 (1) : 55 - 64
[8] Nonparametric finite translation hidden Markov models and extensions
Gassiat, Elisabeth
Rousseau, Judith
BERNOULLI, 2016, 22 (01) : 193 - 212
[9] Minimax Adaptive Estimation of Nonparametric Hidden Markov Models
De Castro, Yohann
Gassiat, Elisabeth
Lacour, Claire
JOURNAL OF MACHINE LEARNING RESEARCH, 2016, 17
[10] Nonparametric identification and maximum likelihood estimation for hidden Markov models
Alexandrovich, G.
Holzmann, H.
Leister, A.
BIOMETRIKA, 2016, 103 (02) : 423 - 434

← 1 2 3 4 5 →