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NatureLíon na míonna: 2

Finite Mixture Models and Hidden Markov Models

Finite mixture models and hidden Markov models (HMMs) occupy central roles in modern statistical inference and data analysis. Finite mixture models assume that data originate from a latent ...
FXStreetLíon na míonna: 3

Hidden Markov regimes - FXStreet

Definition A Hidden Markov Model (HMM) is a statistical model that assumes there are underlying, unobservable (hidden) states that drive observable outcomes.
JSTOR DailyLíon na míonna: 7

Gene hunting with hidden Markov model knockoffs on JSTOR

In this paper, we extend the methodology of knockoffs to problems where the distribution of the covariates can be described by a hidden Markov model.