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Dirichlet-process-mixture-based Bayesian nonparametric method for Markov switching process estimation.

Clement MagnantAudrey GiremusÉric GrivelLaurent RattonBernard Joseph
Published in: EUSIPCO (2015)
Keyphrases
  • pairwise
  • hidden markov models
  • dynamic programming
  • graphical models
  • cross validation
  • closed form
  • bayesian framework