Asymptotic analysis of model selection criteria for general hidden Markov models
Shouto Yonekura, Alexandros Beskos, Sumeetpal S. Singh
Topics & Concepts
Akaike information criterionBayesian information criterionMathematicsModel selectionInformation CriteriaHidden Markov modelSelection (genetic algorithm)Bayesian probabilityApplied mathematicsDeviance information criterionEconometricsMarkov modelMarkov chainStatisticsBayesian inferenceArtificial intelligenceComputer scienceBayesian Methods and Mixture ModelsStatistical Methods and Bayesian InferenceStatistical Methods and Inference