An MCMC sampling approach to estimation of nonstationary hidden Markov models.
Petar M. DjuricJoon-Hwa ChunPublished in: IEEE Trans. Signal Process. (2002)
Keyphrases
- hidden markov models
- non stationary
- markov chain monte carlo
- monte carlo
- parameter estimation
- fractional brownian motion
- speech recognition
- sampling algorithm
- markov model
- markov models
- conditional random fields
- gaussian markov random fields
- sequence classification
- sequential data
- speech signal
- markov chain
- estimation error
- random fields
- hidden state
- viterbi algorithm
- hidden states
- particle filter
- baum welch
- instantaneous frequency
- bayesian inference
- posterior probability
- generative model