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  • Open Daily: 10am - 10pm
    Alley-side Pickup: 10am - 7pm

    3038 Hennepin Ave Minneapolis, MN
    612-822-4611

Open Daily: 10am - 10pm | Alley-side Pickup: 10am - 7pm
3038 Hennepin Ave Minneapolis, MN
612-822-4611
Inference in Hidden Markov Models

Inference in Hidden Markov Models

Cappé, Olivier
Moulines, Eric
Ryden, Tobias

Hardcover

Series: Springer Statistics

Business GeneralTechnology & EngineeringProbability & Statistics

ISBN10: 0387402640
ISBN13: 9780387402642
Publisher: Springer
Published: Aug 4 2005
Pages: 653
Weight: 2.38
Height: 1.38 Width: 6.36 Depth: 9.52
Language: English

Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more. This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. In a unified way the book covers both models with finite state spaces, which allow for exact algorithms for filtering, estimation etc. and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Many examples illustrate the algorithms and theory. The book builds on recent developments, both at the foundational level and the computational level, to present a self-contained view.

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