VARIATIONAL BAYESIAN ANALYSIS FOR HIDDEN MARKOV MODELS
نویسندگان
چکیده
منابع مشابه
Variational Bayesian Analysis for Hidden Markov Models
The variational approach to Bayesian inference enables simultaneous estimation of model parameters and model complexity. An interesting feature of this approach is that it appears also to lead to an automatic choice of model complexity. Empirical results from the analysis of hidden Markov models with Gaussian observation densities illustrate this. If the variational algorithm is initialised wit...
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ژورنال
عنوان ژورنال: Australian & New Zealand Journal of Statistics
سال: 2009
ISSN: 1369-1473,1467-842X
DOI: 10.1111/j.1467-842x.2009.00543.x