Introduction to hidden semi-Markov models

著者

• Van der Hoek, John
• Elliott, Robert James

書誌事項

Introduction to hidden semi-Markov models

John van der Hoek, Robert J. Elliott

（London Mathematical Society lecture note series, 445）

Cambridge University Press, 2018

• : pbk

注記

Includes bibliographical references (p. 169-172) and index

内容説明・目次

内容説明

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications.

目次

• Preface
• 1. Observed Markov chains
• 2. Estimation of an observed Markov chain
• 3. Hidden Markov models
• 4. Filters and smoothers
• 5. The Viterbi algorithm
• 6. The EM algorithm
• 7. A new Markov chain model
• 8. Semi-Markov models
• 9. Hidden semi-Markov models
• 10. Filters for hidden semi-Markov models
• Appendix A. Higher order chains
• Appendix B. An example of a second order chain
• Appendix C. A conditional Bayes theorem
• Appendix D. On conditional expectations
• Appendix E. Some molecular biology
• Appendix F. Earlier applications of hidden Markov chain models
• References
• Index.

「Nielsen BookData」 より

詳細情報

• NII書誌ID(NCID): BB25476340
• ISBN:
  • 9781108441988
• LCCN: 2017057563
• 出版国コード: uk
• タイトル言語コード: eng
• 本文言語コード: eng
• 出版地: Cambridge
• ページ数/冊数: x, 174 p.
• 大きさ: 23 cm
• 分類:
  • LCC : QA274.7
  • DC23 : 519.2/33
• 件名:
  • LCSH : Markov processes
  • LCSH : Hidden Markov models
  • LCSH : Stochastic processes
• 親書誌ID:
  • BA0005393X