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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New directions in business cycle research and financial analysis
James D. Hamilton,Baldev Raj +1 more
TL;DR: A survey of the literature on Markov-switching models can be found in this paper, where the authors review the history of this class of models, describe their mathematical structure, and exposit the basic ideas behind estimation and inference.
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Particle Filters and Data Assimilation
Paul Fearnhead,Hans R. Künsch +1 more
TL;DR: The challenges posed by models with high-dimensional states, joint estimation of parameters and the state, and inference for the history of the state process are discussed, including methods based on the particle filter and the ensemble Kalman filter.
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Probabilistic constraint logic programming
TL;DR: An algorithm to estimate the parameters and to select the properties of log-linear models from incomplete data and an approach for searching for most probable analyses of the probabilistic constraint logic programming model are presented.
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Fast, Easy, and Cheap: Construction of Statistical Machine Translation Models with MapReduce
TL;DR: This work describes MapReduce implementations of two algorithms used to estimate the parameters for two word alignment models and one phrase-based translation model, all of which rely on maximum likelihood probability estimates.
A quantitative approach to social and geographical dialect variation
TL;DR: In this article, Martijn Wieling introduced a nieuwe methode, which het mogelijk maakt om groepen van vergelijkbare dialecten te vinden.
References
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Journal ArticleDOI
Statistical Inference for Probabilistic Functions of Finite State Markov Chains
Leonard E. Baum,Ted Petrie +1 more
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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.