Finding the number of latent states in hidden Markov models using information criteria
Jodie Buckby, Ting Wang, David Fletcher, Jiancang Zhuang, Akiko Takeo, Kazushige Obara
Topics & Concepts
Hidden Markov modelInformation CriteriaModel selectionComputer scienceBayesian information criterionSet (abstract data type)Hidden semi-Markov modelMarkov chainMarkov modelData setArtificial intelligenceSelection (genetic algorithm)Pattern recognition (psychology)StatisticsData miningMathematicsMachine learningVariable-order Markov modelProgramming languageBayesian Methods and Mixture ModelsTime Series Analysis and ForecastingBayesian Modeling and Causal Inference