2 citations · 2 across the 2 of their papers we have counts for
3 papers
math.ST2024
Determine the Number of States in Hidden Markov Models via Marginal Likelihood
Yang Chen, Cheng-Der Fuh, Chu-Lan Michael Kao
Hidden Markov models (HMM) have been widely used by scientists to model stochastic systems: the underlying process is a discrete Markov chain and the observations are noisy realiza…
math.ST2023★ 2 cited
Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models
Cheng-Der Fuh, Chu-Lan Michael Kao, Tianxiao Pang
To characterize the Kullback-Leibler divergence and Fisher information in general parametrized hidden Markov models, in this paper, we first show that the log likelihood and its de…
math.ST2019
Reply to on some problems in the article "Efficient likelihood estimation in state space models" by Cheng-Der Fuh [Ann, Statist. 34 (2006) 2026-2068]
Cheng-Der Fuh, Chu-Lan Kao
This note replies Dr. Jensen (2010) comments on Problem 2.3, which was left in Fuh (2010). In the following, we use the same notations and definitions in Fuh (2006) unless specifie…