Kapak Resmi

Identification and estimation of hidden Markov models

In the current thesis several selected aspects of the two related latent class models; finite mixtures and hidden Markov models, were considered. The problem of calculating the MLE of a Gaussian mixture with Newton's method and the consistency of penalized MLE were investigated. A penaliz...

Ful tanımlama

Kaydedildi:
Yazar: Alexandrovich, Grigory
Diğer Yazarlar: Holzmann, Hajo (Prof. Dr.) (Tez danışmanı)
Materyal Türü: Dissertation
Dil:İngilizce
Baskı/Yayın Bilgisi: Philipps-Universität Marburg 2014
Konular:
maximum likelihood
hidden Markov Modelle
Point estimation
consistency
Statistik
Konsistenz
hidden Markov models
Classification and discrimination; cluster analysis
identification
Identifikation
mixture models
Mathematik
Schätzung
Estimation
None of the above, but in this section
Mathematics
Online Erişim:PDF Tam Metin
Etiketler: Etiketle
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Diğer Bilgiler
Özet:In the current thesis several selected aspects of the two related latent class models; finite mixtures and hidden Markov models, were considered. The problem of calculating the MLE of a Gaussian mixture with Newton's method and the consistency of penalized MLE were investigated. A penalized MLE procedure for univariate Gaussian hidden Markov models was introduced and shown to be consistent. Furthermore, a result on identifiability of nonparametric hidden Markov models is derived.
DOI:10.17192/z2014.0393

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