Maximum likelihood estimation in discrete mixed hidden Markov models using the SAEM algorithm.
Maud DelattreMarc LaviellePublished in: Comput. Stat. Data Anal. (2012)
Keyphrases
- hidden markov models
- maximum likelihood estimation
- forward backward
- expectation maximization
- viterbi algorithm
- baum welch
- em algorithm
- markov model
- dynamic programming
- maximum likelihood
- continuous hidden markov models
- machine learning
- markov models
- higher order
- probabilistic model
- k means
- probability distribution
- pairwise