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Cappe, Olivier/ Moulines, Eric 作者

Springer Verlag

译者

2005-8 出版日期

676 页数

$ 190.97 价格

HRD

丛书系列

9780387402642 图书编码

Inference in Hidden Markov Models 在线电子书图书标签: Statistics Mathematics 统计工具教程 statistics MachineLearning Finance DataScience

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Inference in Hidden Markov Models 在线电子书 epub 下载 mobi 下载 pdf 下载 txt 下载 2024

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Inference in Hidden Markov Models 在线电子书图书描述

This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. This book builds on recent developments to present a self-contained view.

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