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Communication Dans Un Congrès Année : 2010

EM and ICE in hidden and triplet Markov models

Résumé

This paper addresses the problem of parameter estimation in the case of hidden data. The aim is to discuss two general iterative parameter estimation methods "Expectation-Maximization" (EM) and "Iterative Conditional Estimation" (ICE) in the context of the classical Hidden Markov Models (HMMs) and in the context of the recent Triplet Markov Models (TMMs). A very general method of TMMs identification based on ICE and copulas is also specified
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Dates et versions

hal-01354803 , version 1 (19-08-2016)

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  • HAL Id : hal-01354803 , version 1

Citer

Wojciech Pieczynski. EM and ICE in hidden and triplet Markov models. SMTDA 2010 : Stochastic Modeling Techniques and Data Analysis International Conference, Jun 2010, Chania, Greece. ⟨hal-01354803⟩
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