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In this work, we are interested in HMMs whose emission process results from a combination of independent Markov chains. Principally, we assume that the emission process evolves as follows: given a hidden state realization k at time t, an emission is a realization of a Markov chain Y^k_t at time t, and for two different hidden states k and k′, Y^k_t and Y^k′_t are assumed independent

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This page is a summary of: HMM with emission process resulting from a special combination of independent Markovian emissions, Monte Carlo Methods and Applications, January 2017, De Gruyter,
DOI: 10.1515/mcma-2017-0117.
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