Estimation of Hidden Markov Chains by a Neural Network.
Yoshifusa ItoHiroyuki IzumiCidambi SrinivasanPublished in: ICONIP (1) (2014)
Keyphrases
- markov chain
- neural network
- monte carlo simulation
- steady state
- importance sampling
- finite state
- monte carlo
- random walk
- markov process
- monte carlo method
- state space
- stationary distribution
- transition probabilities
- markov processes
- transition matrix
- markov model
- stochastic process
- parameter estimation
- probabilistic automata
- confidence intervals
- back propagation
- network architecture
- directed graph
- em algorithm
- sufficient conditions