21 citations · 34 across the 6 of their papers we have counts for
Showing math.STShow all
3 papers · 1 filter
math.ST2009★ 9 cited
Subspace estimation and prediction methods for hidden Markov models
Sofia Andersson, Tobias Rydén
Hidden Markov models (HMMs) are probabilistic functions of finite Markov chains, or, put in other words, state space models with finite state space. In this paper, we examine subsp…
math.ST2006★ 21 cited
Nonparametric estimation of mixing densities for discrete distributions
François Roueff, Tobias Rydén
By a mixture density is meant a density of the form , where is a family of probability densities and is a probability meas…
math.ST2002★ 1 cited
Hidden Markov and state space models: asymptotic analysis of exact and approximate methods for prediction, filtering, smoothing and statistical inference
Peter Bickel, Yaacov Ritov, Tobias Rydén
State space models have long played an important role in signal processing. The Gaussian case can be treated algorithmically using the famous Kalman filter. Similarly since the 197…