Bayesian inference for continuous-time hidden Markov models with an unknown number of states.

Yu Luo David A. Stephens

Published in: Stat. Comput. (2021)

Keyphrases

hidden markov models
bayesian inference
prior information
hidden states
conditional random fields
viterbi algorithm
hidden state
machine learning
genetic algorithm
probabilistic model
markov chain
markov models
sequence classification