Transportation inequalities for hidden Markov chains and applications

被引：2

作者：

Hu ShuLan ^{[1
]}

机构：

[1] Zhongnan Univ Econ & Law, Dept Stat, Wuhan 430073, Peoples R China

来源：

SCIENCE CHINA-MATHEMATICS | 2011年 / 54卷 / 05期

基金：

中央高校基本科研业务费专项资金资助;

关键词：

hidden Markov chains; deviation inequalities; transportation cost-information inequality; measure concentration; exponential forgetting; geometric ergodicity; MAXIMUM-LIKELIHOOD-ESTIMATION; LIMIT-THEOREM; ERGODICITY;

D O I：

10.1007/s11425-011-4178-9

中图分类号：

O29 [应用数学];

学科分类号：

070104 ;

摘要：

We prove some transportation inequalities for hidden Markov chains, generalize the results proved by Kontorovich and Ramanan in two directions and give some applications to log-likelihood functions and hypothesis testing.

引用

页码：1027 / 1042

页数：16

共 50 条

[1] Transportation inequalities for hidden Markov chains and applications
ShuLan Hu
Science China Mathematics, 2011, 54 : 1027 - 1042
[2] Transportation inequalities for hidden Markov chains and applications
HU ShuLan Department of Statistics
ScienceChina(Mathematics), 2011, 54 (05) : 1027 - 1042
[3] Transportation and concentration inequalities for bifurcating Markov chains
Penda, S. Valere Bitseki
Escobar-Bach, Mikael
Guillin, Arnaud
BERNOULLI, 2017, 23 (4B) : 3213 - 3242
[4] Transportation inequalities for Markov kernels and their applications
Baudoin, Fabrice
Eldredge, Nathaniel
ELECTRONIC JOURNAL OF PROBABILITY, 2021, 26
[5] Applications of hidden Markov chains in image analysis
Norwegian Computing Cent, Oslo, Norway
Pattern Recognit, 4 (703-713):
[6] Applications of hidden Markov chains in image analysis
Aas, K
Eikvil, L
Huseby, RB
PATTERN RECOGNITION, 1999, 32 (04) : 703 - 713
[7] A COMPACT FRAMEWORK FOR HIDDEN MARKOV CHAINS WITH APPLICATIONS TO FRACTAL GEOMETRY
Ruiz, Victor
JOURNAL OF APPLIED PROBABILITY, 2008, 45 (03) : 630 - 639
[8] Convergence controls for MCMC algorithms, with applications to hidden Markov chains
Robert, CP
Rydén, T
Titterington, DM
JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 1999, 64 (04) : 327 - 355
[9] Distinguishing Hidden Markov Chains
Kiefer, Stefan
Sistla, A. Prasad
PROCEEDINGS OF THE 31ST ANNUAL ACM-IEEE SYMPOSIUM ON LOGIC IN COMPUTER SCIENCE (LICS 2016), 2016, : 66 - 75
[10] Hidden hybrid Markov/semi-Markov chains
Guédon, Y
COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2005, 49 (03) : 663 - 688

← 1 2 3 4 5 →