We introduce multiple hidden Markov models (MHMMs) where an observed multivariate categorical time series depends on an unobservable multivariate Markov chain. MHMMs provide an elegant framework for specifying various independence relationships between multiple discrete time processes
(2013). Marginal Models for Multivariate Markov Processes [conference presentation - intervento a convegno]. Retrieved from http://hdl.handle.net/10446/29852
Marginal Models for Multivariate Markov Processes
COLOMBI, Roberto;
2013-01-01
Abstract
We introduce multiple hidden Markov models (MHMMs) where an observed multivariate categorical time series depends on an unobservable multivariate Markov chain. MHMMs provide an elegant framework for specifying various independence relationships between multiple discrete time processesFile allegato/i alla scheda:
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