Efficient sensitivity analysis in hidden markov models
نویسندگان
چکیده
منابع مشابه
Efficient sensitivity analysis in hidden markov models
Sensitivity analysis in hidden Markov models (HMMs) is usually performed by means of a perturbation analysis where a small change is applied to the model parameters, upon which the output of interest is re-computed. Recently it was shown that a simple mathematical function describes the relation between HMM parameters and an output probability of interest; this result was established by represe...
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CHENG-DER FUH and INCHI HU 1 Graduate Institute of Statistics, National Central University, Chongli, Taiwan, Republic of China and Institute of Statistical Science, Academia Sinica, Nakang, Taipei 115, Taiwan, Republic of China. E-mail: [email protected] 2 Department of Information and Systems Management, Hong Kong University of Science and Technology, Clear Water Bay, Kowloon, Honh Ko...
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ژورنال
عنوان ژورنال: International Journal of Approximate Reasoning
سال: 2012
ISSN: 0888-613X
DOI: 10.1016/j.ijar.2012.06.003