A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
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This article is published in Annals of Mathematical Statistics.The article was published on 1970-02-01 and is currently open access. It has received 4618 citations till now. The article focuses on the topics: Examples of Markov chains & Markov chain.read more
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Survey of Protocol Reverse Engineering Algorithms: Decomposition of Tools for Static Traffic Analysis
TL;DR: This survey collects tools presented by prior research in the field of protocol reverse engineering by static traffic trace analysis and presents and discusses an explicit process model for static traffic traces analysis to reveal the common structure of the decomposed tools and frameworks.
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Fitting jump models
TL;DR: A new framework for fitting jump models to a sequence of data is described, to alternate between minimizing a loss function to fit multiple model parameters, and minimizing a discrete loss functions to determine which set of model parameters is active at each data point.
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Inferring Statistically Significant Hidden Markov Models
TL;DR: A method to determine if the observation data and constructed model fully express the underlying process with a given level of statistical significance, and uses the statistics of the process to calculate an upper bound on the number of samples required to guarantee that the model has a givenlevel significance.
Dynamic Portfolio Optimization Across Hidden Market Regimes
TL;DR: In this paper, the authors proposed the use of model predictive control to dynamically optimize a portfolio based on forecasts of the mean and variance of financial returns from a hidden Markov model with timevarying parameters.
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Web Query Reformulation via Joint Modeling of Latent Topic Dependency and Term Context
TL;DR: This article proposes a graphical model to score queries that exploits a latent topic space, which is automatically derived from the query log, to detect semantic dependency of terms in a query and dependency among topics.
References
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Journal ArticleDOI
Statistical Inference for Probabilistic Functions of Finite State Markov Chains
Leonard E. Baum,Ted Petrie +1 more
Journal ArticleDOI
An inequality with applications to statistical estimation for probabilistic functions of Markov processes and to a model for ecology
Leonard E. Baum,J. A. Eagon +1 more
TL;DR: In this paper, a polynomial with nonnegative coefficients homogeneous of degree d in its variables is shown to be polynomially homogeneous unless 3(3(x))>P(x), where 3(x)=x.
Book ChapterDOI
The Gamma Function
Willi Freeden,Martin Gutting +1 more
TL;DR: The Gamma function as discussed by the authors is a generalized factorial function that can be used to estimate the probability distribution of a probability distribution, and it has been used in many applications, e.g., as part of probability distributions.