24 citations · 111 across the 26 of their papers we have counts for
10 papers · 1 filter
Strong consistency of pseudo-likelihood parameter estimator for univariate Gaussian mixture models
Jüri Lember, Raul Kangro, Kristi Kuljus
We consider a new method for estimating the parameters of univariate Gaussian mixture models. The method relies on a nonparametric density estimator (typically a kernel…
Estimating the logarithm of characteristic function and stability parameter for symmetric stable laws
Annika Krutto, Jüri Lember
Let be an i.i.d. sample from symmetric stable distribution with stability parameter and scale parameter . Let be the empirical characteristic function…
Quantifying the Estimation Error of Principal Components
Raphael Hauser, Raul Kangro, Jüri Lember +1
Principal component analysis is an important pattern recognition and dimensionality reduction tool in many applications. Principal components are computed as eigenvectors of a maxi…
Existence of infinite Viterbi path for pairwise Markov models
Jüri Lember, Joonas Sova
For hidden Markov models one of the most popular estimates of the hidden chain is the Viterbi path -- the path maximising the posterior probability. We consider a more general sett…
Optimal alignments of longest common subsequences and their path properties
Jüri Lember, Heinrich Matzinger, Anna Vollmer
We investigate the behavior of optimal alignment paths for homologous (related) and independent random sequences. An alignment between two finite sequences is optimal if it corresp…
A constructive proof of the existence of Viterbi processes
J. Lember, A. Koloydenko
Since the early days of digital communication, hidden Markov models (HMMs) have now been also routinely used in speech recognition, processing of natural languages, images, and in…