Learning hidden Markov models with persistent states by penalizing jumps
Peter Nystrup, Erik Lindström, Henrik Madsen
Topics & Concepts
Computer scienceHidden Markov modelInitializationCluster analysisRobustness (evolution)Forward algorithmEstimatorHidden semi-Markov modelMarkov chainMarkov modelVariable-order Markov modelArtificial intelligenceMachine learningData miningMathematicsStatisticsGeneBiochemistryProgramming languageChemistryTime Series Analysis and ForecastingData Stream Mining TechniquesBayesian Methods and Mixture Models