John van der Hoek (University of South Australia), Robert J. Elliott (University of Calgary)

Introduction to Hidden Semi-Markov Models

• Broschiertes Buch

Produktbeschreibung

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject, developing the theory of Markov and semi-Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates.

---

Hinweis: Dieser Artikel kann nur an eine deutsche Lieferadresse ausgeliefert werden.

Produktdetails

• London Mathematical Society Lecture Note Series
• Verlag: Cambridge University Press
• Seitenzahl: 186
• Erscheinungstermin: 8. März 2019
• Englisch
• Abmessung: 229mm x 152mm x 10mm
• Gewicht: 290g
• ISBN-13: 9781108441988
• ISBN-10: 110844198X
• Artikelnr.: 49136098

Autorenporträt

John van der Hoek is an Associate Professor at the University of South Australia. He has authored papers in partial differential equations, free boundary value problems, numerical analysis, stochastic analysis, actuarial science and mathematical finance. With Robert Elliott he co-authored Binomial Methods in Finance.

Inhaltsangabe

Preface
1. Observed Markov chains
2. Estimation of an observed Markov chain
3. Hidden Markov models
4. Filters and smoothers
5. The Viterbi algorithm
6. The EM algorithm
7. A new Markov chain model
8. Semi-Markov models
9. Hidden semi-Markov models
10. Filters for hidden semi-Markov models
Appendix A. Higher order chains
Appendix B. An example of a second order chain
Appendix C. A conditional Bayes theorem
Appendix D. On conditional expectations
Appendix E. Some molecular biology
Appendix F. Earlier applications of hidden Markov chain models
References
Index.