This paper develops a method to efficiently estimate hidden Markov models with continuous latent variables using maximum likelihood estimation. To evaluate the (marginal) likelihood function, I ...

Hidden Markov models (HMMs) provide a robust statistical framework for analysing sequential data by assuming that the observed processes are driven by underlying, unobserved states. These models have ...

Physicists have shown that Markov processes, widely used to model complex systems, must unfold over a larger space than previously assumed. Scientists believe that time is continuous, not discrete -- ...

Drought is a naturally occurring climate phenomenon that significantly affects human and environmental activity, and can be considered one of the most widespread and destructive natural disasters.