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stat.ML2021
Inference of collective Gaussian hidden Markov models
Rahul Singh, Yongxin Chen
We consider inference problems for a class of continuous state collective hidden Markov models, where the data is recorded in aggregate (collective) form generated by a large popul…
stat.ML2020★ 2 cited
Filtering for Aggregate Hidden Markov Models with Continuous Observations
Qinsheng Zhang, Rahul Singh, Yongxin Chen
We consider a class of filtering problems for large populations where each individual is modeled by the same hidden Markov model (HMM). In this paper, we focus on aggregate inferen…