A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
Reads0
Chats0
About:
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
Citations
More filters
Journal ArticleDOI
Predictive downscaling based on non-homogeneous hidden Markov models
TL;DR: In this article, the authors explore the ability of nonhomogeneous hidden Markov models (NHMM) to downscale regional seasonal climate data to daily rainfall at a collection of gauging sites.
Mixture Hidden Markov Models in Finance Research.
TL;DR: In this paper, the Mixture Hidden Markov Model (MHMM) is proposed to take into account time and space heterogeneity simultaneously, which can deal with the specific features of financial time series data, such as asymmetry, kurtosis, and unobserved heterogeneity.
Proceedings ArticleDOI
An improved Hidden Markov Model for anomaly detection using frequent common patterns
TL;DR: This paper proposes an improved HMM using the concept of frequent common patterns, which builds models based on extracting the largest n-grams (patterns) in the traces instead of taking each trace event on its own.
Journal ArticleDOI
Model-based Utility Functions
TL;DR: This paper argues, via two examples, that the behavior problems can be avoided by formulating the utility function in two steps: inferring a model of the environment from interactions, and computing utility as a function of the Environment model.
Journal ArticleDOI
A fast statistical mixture algorithm for on-line handwriting recognition
TL;DR: A probabilistic framework suitable for the derivation of a fast statistical mixture algorithm for automatic recognition of unconstrained handwriting is developed, and both writer-dependent and writer-independent recognition results are found to be competitive with their elastic matching counterparts.
References
More filters
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.