most citedDetermine the Number of States in Hidden Markov Models via Marginal Likelihood

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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…