Penalized composite likelihood estimation for hidden Markov models with unknown number of states
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DOI: 10.1016/j.spl.2024.110247
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- Lin, Yiqi & Song, Xinyuan, 2022. "Order selection for regression-based hidden Markov model," Journal of Multivariate Analysis, Elsevier, vol. 192(C).
- Gilles Celeux & Jean-Baptiste Durand, 2008. "Selecting hidden Markov model state number with cross-validated likelihood," Computational Statistics, Springer, vol. 23(4), pages 541-564, October.
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- Ying Hung & Yijie Wang & Veronika Zarnitsyna & Cheng Zhu & C. F. Jeff Wu, 2013. "Hidden Markov Models With Applications in Cell Adhesion Experiments," Journal of the American Statistical Association, Taylor & Francis Journals, vol. 108(504), pages 1469-1479, December.
- Jennifer Pohle & Roland Langrock & Floris M. Beest & Niels Martin Schmidt, 2017. "Selecting the Number of States in Hidden Markov Models: Pragmatic Solutions Illustrated Using Animal Movement," Journal of Agricultural, Biological and Environmental Statistics, Springer;The International Biometric Society;American Statistical Association, vol. 22(3), pages 270-293, September.
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Keywords
Hidden Markov models; Order selection; Penalized composite likelihood; EM algorithm;All these keywords.
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