2 papers
stat.ME2021
Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
Jennifer Pohle, Timo Adam, Larissa T. Beumer
Hidden semi-Markov models generalise hidden Markov models by explicitly modelling the time spent in a given state, the so-called dwell time, using some distribution defined on the…
stat.ME2020
A primer on coupled state-switching models for multiple interacting time series
Jennifer Pohle, Roland Langrock, Mihaela van der Schaar +2
State-switching models such as hidden Markov models or Markov-switching regression models are routinely applied to analyse sequences of observations that are driven by underlying n…