2 citations · 2 across the 8 of their papers we have counts for
4 papers · 1 filter
Efficient smoothness selection for nonparametric Markov-switching models via quasi restricted maximum likelihood
Jan-Ole Koslik
Markov-switching models are powerful tools that allow capturing complex patterns from time series data driven by latent states. Recent work has highlighted the benefits of estimati…
PEP: a tackle value measuring the prevention of expected points
Robert Bajons, Jan-Ole Koslik, Rouven Michels +1
Traditional assessments of tackling in American Football often only consider the number of tackles made, without adequately accounting for their context and importance for the game…
How to build your latent Markov model -- the role of time and space
Sina Mews, Jan-Ole Koslik, Roland Langrock
Statistical models that involve latent Markovian state processes have become immensely popular tools for analysing time series and other sequential data. However, the plethora of m…
Hidden semi-Markov models with inhomogeneous state dwell-time distributions
Jan-Ole Koslik
The well-established methodology for the estimation of hidden semi-Markov models (HSMMs) as hidden Markov models (HMMs) with extended state spaces is further developed to incorpora…