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Inference in Hidden Markov Models

Cappé, Olivier Moulines, Eric Ryden, Tobias

9780387402642 - Inference in Hidden Markov Models
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Article description

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.

Specifications

Author Cappé, Olivier Moulines, Eric Ryden, Tobias
ISBN/EAN 9780387402642
Can't be ordered

Article description

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.

Specifications

Author Cappé, Olivier Moulines, Eric Ryden, Tobias
ISBN/EAN 9780387402642