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20192024
most citedKullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models

2 citations · 4 across the 3 of their papers we have counts for

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math.ST2024★ 2 cited

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…