Regime switching model estimation: spectral clustering hidden Markov model.

Kai Zheng Yuying Li Weidong Xu

Published in: Ann. Oper. Res. (2021)

Keyphrases

hidden markov models
markov model
spectral clustering
hierarchical hidden markov model
parameter estimation
speech recognition
hidden state
em algorithm
conditional random fields
pairwise
probabilistic model
maximum likelihood
closed form
markov models
hidden states
hierarchical dirichlet process