Peter Spreij

most citedDeconvolution for an atomic distribution

20 citations · 20 across the 2 of their papers we have counts for

collaborators

2 papers

math.OC2010

Two-step Nonnegative Matrix Factorization Algorithm for the Approximate Realization of Hidden Markov Models

L. Finesso, A. Grassi, P. Spreij

We propose a two-step algorithm for the construction of a Hidden Markov Model (HMM) of assigned size, i.e. cardinality of the state space of the underlying Markov chain, whose $n$ -…

math.ST2007★ 20 cited

Deconvolution for an atomic distribution

Bert van Es, Shota Gugushvili, Peter Spreij

Let $X_{1}, ..., X_{n}$ be i.i.d. observations, where $X_{i} = Y_{i} + σ Z_{i}$ and $Y_{i}$ and $Z_{i}$ are independent. Assume that unobservable $Y$ 's are distributed as a random variable $U V,$ where…