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 processes
2013
Colombi, Roberto; Giordano, Sabrina
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Utilizza questo identificativo per citare o creare un link a questo documento: https://hdl.handle.net/10446/29852
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