Olivier Cappé,
Eric Moulines,
Tobias Ryden
Inference in Hidden Markov Models
Paperback Engels 2010 9781441923196Levertijd ongeveer 9 werkdagen
Gratis verzonden
Samenvatting
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.
Specificaties
ISBN13:9781441923196
Taal:Engels
Bindwijze:paperback
Aantal pagina's:653
Uitgever:Springer New York
Lezersrecensies
Wees de eerste die een lezersrecensie schrijft!
Inhoudsopgave
Main Definitions and Notations.- Main Definitions and Notations.- State Inference.- Filtering and Smoothing Recursions.- Advanced Topics in Smoothing.- Applications of Smoothing.- Monte Carlo Methods.- Sequential Monte Carlo Methods.- Advanced Topics in Sequential Monte Carlo.- Analysis of Sequential Monte Carlo Methods.- Parameter Inference.- Maximum Likelihood Inference, Part I: Optimization Through Exact Smoothing.- Maximum Likelihood Inference, Part II: Monte Carlo Optimization.- Statistical Properties of the Maximum Likelihood Estimator.- Fully Bayesian Approaches.- Background and Complements.- Elements of Markov Chain Theory.- An Information-Theoretic Perspective on Order Estimation.
Rubrieken
- advisering
- algemeen management
- coaching en trainen
- communicatie en media
- economie
- financieel management
- inkoop en logistiek
- internet en social media
- it-management / ict
- juridisch
- leiderschap
- marketing
- mens en maatschappij
- non-profit
- ondernemen
- organisatiekunde
- personal finance
- personeelsmanagement
- persoonlijke effectiviteit
- projectmanagement
- psychologie
- reclame en verkoop
- strategisch management
- verandermanagement
- werk en loopbaan