Forward-Backward Latent State Inference for Hidden Continuous-Time semi-Markov Chains.
Nicolai EngelmannHeinz KoepplPublished in: NeurIPS (2022)
Keyphrases
- markov chain
- state space
- transition probabilities
- forward backward
- steady state
- markov processes
- finite state
- gibbs sampling
- gibbs sampler
- monte carlo
- stationary distribution
- markov process
- markov model
- markov chain monte carlo
- stochastic process
- random walk
- monte carlo simulation
- monte carlo method
- transition matrix
- confidence intervals
- random numbers
- probabilistic automata
- grammatical inference
- random fields
- latent variables