Filtering hidden semi-Markov chains

被引：2

作者：

Elliott, Robert ^{[1
,2
]}

Limnios, Nikolaos ^{[3
]}

Swishchuk, Anatoliy ^{[2
]}

机构：

[1] Univ Adelaide, Adelaide, SA 5005, Australia

[2] Univ Calgary, Calgary, AB, Canada

[3] Univ Technol Compiegne, Compiegne, France

来源：

STATISTICS & PROBABILITY LETTERS | 2013年 / 83卷 / 09期

关键词：

Semi-Markov chain; Reference probability; Modified Viterbi filters; Genomics;

D O I：

10.1016/j.spl.2013.05.007

中图分类号：

O21 [概率论与数理统计]; C8 [统计学];

学科分类号：

020208 ; 070103 ; 0714 ;

摘要：

In this paper, we consider hidden semi-Markov chain filters having possible applications in areas such as genomics, statistical studies of earthquakes, reliability, etc. (C) 2013 Elsevier B.V. All rights reserved.

引用

页码：2007 / 2014

页数：8

共 13 条

[1]

[Anonymous], 2008, LECT NOTES STAT

[2]

[Anonymous], 1995, Hidden Markov Models: Estimation and Control

[3] ERGODIC THEORY FOR DISCRETE SEMI-MARKOV CHAINS [J].

ANSELONE, PM .

DUKE MATHEMATICAL JOURNAL, 1960, 27 (01) :33-40

[4] Stylized facts of financial time series and hidden semi-Markov models [J].

Bulla, Jan ;

Bulla, Ingo .

COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2006, 51 (04) :2192-2209

[5] On discrete time semi-Markov chains and applications in words occurrences [J].

Chryssaphinou, Ourania ;

Karaliopoulou, Margarita ;

Limnios, Nikolaos .

COMMUNICATIONS IN STATISTICS-THEORY AND METHODS, 2008, 37 (08) :1306-1322

[6] EXACT ADAPTIVE FILTERS FOR MARKOV-CHAINS OBSERVED IN GAUSSIAN-NOISE [J].

ELLIOTT, RJ .

AUTOMATICA, 1994, 30 (09) :1399-1408

[7]

Howard R., 1971, : Dynamic probabilistic systems, vol. ii: Semi-Markov and decision processes., Vii

[8] COMPUTATIONAL METHODS FOR RENEWAL THEORY AND SEMI-MARKOV PROCESSES WITH ILLUSTRATIVE EXAMPLES [J].

MODE, CJ ;

PICKENS, GT .

AMERICAN STATISTICIAN, 1988, 42 (02) :143-152

[9] Bayesian analysis of a marked point process: Application in seismic hazard assessment [J].

Renata Rotondi ;

Elisa Varini .

Statistical Methods and Applications, 2003, 12 (1) :79-92

[10]

SANSOM J, 2001, J APPL PROBAB A, V38, P142, DOI DOI 10.1239/JAP/1085496598.[

← 1 2 →