Hidden Markov chain estimation and parameterisation via ICA-based feature-selection.
David WindridgeRichard BowdenPublished in: Pattern Anal. Appl. (2005)
Keyphrases
- markov chain
- feature selection
- monte carlo simulation
- steady state
- independent component analysis
- feature extraction
- state space
- transition probabilities
- monte carlo
- monte carlo method
- stationary distribution
- finite state
- markov process
- random walk
- transition matrix
- markov model
- machine learning
- mutual information
- neural network
- principal component analysis
- markov chain monte carlo
- objective function
- learning algorithm