On-line learning for the infinite hidden Markov model

Communications in Statistics: Simulation and Computation

Volumn 40, Issue 6, 2011, Pages 879-893

  Rodriguez, Abel ^a  

^a University of California Santa Cruz   (United States)

Author keywords

Hierarchical Dirichlet process; Infinite hidden Markov model; Nonparametric Bayes; Particle learning

Indexed keywords

HIERARCHICAL DIRICHLET PROCESS; INFINITE HIDDEN MARKOV MODEL; INFINITE HIDDEN MARKOV MODEL (IHMM); MARKOV CHAIN MONTE CARLO; MODEL PARAMETERS; NONPARAMETRIC BAYES; ONLINE LEARNING; PARTICLE LEARNING; SEQUENTIAL MONTE CARLO; SIMULATION STUDIES; SYSTEM STATE;

ALGORITHMS; HIDDEN MARKOV MODELS; MONTE CARLO METHODS; PARAMETER ESTIMATION;

TARGET TRACKING;

EID: 79952917256     PISSN: 03610918     EISSN: 15324141     Source Type: Journal    
DOI: 10.1080/03610918.2011.558653     Document Type: Article

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