• xmlui.mirage2.page-structure.header.title
    • français
    • English
  • Help
  • Login
  • Language 
    • Français
    • English
View Item 
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
  •   BIRD Home
  • CEREMADE (UMR CNRS 7534)
  • CEREMADE : Publications
  • View Item
JavaScript is disabled for your browser. Some features of this site may not work without it.

Browse

BIRDResearch centres & CollectionsBy Issue DateAuthorsTitlesTypeThis CollectionBy Issue DateAuthorsTitlesType

My Account

LoginRegister

Statistics

Most Popular ItemsStatistics by CountryMost Popular Authors
Thumbnail

Maximum a Posteriori Parameter Estimation for Hidden Markov Models

Doucet, Arnaud; Robert, Christian P. (2000), Maximum a Posteriori Parameter Estimation for Hidden Markov Models. https://basepub.dauphine.fr/handle/123456789/6401

View/Open
2000-52.ps (861.6Kb)
maximum_robert.PDF (357.3Kb)
Type
Document de travail / Working paper
Date
2000
Publisher
Université Paris-Dauphine
Series title
Cahiers du CEREMADE
Series number
2000-52
Published in
Paris
Pages
25
Metadata
Show full item record
Author(s)
Doucet, Arnaud
Robert, Christian P.
Subjects / Keywords
Bayesian estimation; Data augmentation; Hidden Markov models; Maximum a posteriori; Simulated annealing

Related items

Showing items related by title and author.

  • Thumbnail
    Some discussions of D. Fearnhead and D. Prangle's Read Paper "Constructing summary statistics for approximate Bayesian computation: semi-automatic approximate Bayesian computation" 
    Singh, Sumeetpal S.; Sedki, Mohammed; Jasra, Ajay; Pudlo, Pierre; Robert, Christian P.; Lee, Anthony; Marin, Jean-Michel; Kosmidis, Ioannis; Girolami, Mark; Andrieu, Christophe; Cornebise, Julien; Doucet, Arnaud; Barthelme, Simon; Chopin, Nicolas (2012) Article accepté pour publication ou publié
  • Thumbnail
    EM algorithm coupled with particle filter for maximum likelihood parameter estimation of stochastic differential mixed-effects models 
    Samson, Adeline; Donnet, Sophie (2010) Document de travail / Working paper
  • Thumbnail
    ABC random forests for Bayesian parameter inference 
    Raynal, Louis; Marin, Jean-Michel; Pudlo, Pierre; Ribatet, Mathieu; Robert, Christian P.; Estoup, Arnaud (2019) Article accepté pour publication ou publié
  • Thumbnail
    Estimation of demo-genetic model probabilities with Approximate Bayesian Computation using linear discriminant analysis on summary statistics. 
    Cornuet, Jean-Marie; Robert, Christian P.; Pudlo, Pierre; Guillemaud, Thomas; Marin, Jean-Michel; Lombaert, Eric; Estoup, Arnaud (2012) Article accepté pour publication ou publié
  • Thumbnail
    Discussions on "Riemann manifold Langevin and Hamiltonian Monte Carlo methods" 
    Barthelme, Simon; Beffy, Magali; Chopin, Nicolas; Doucet, Arnaud; Jacob, Pierre E.; Johansen, Adam M.; Marin, Jean-Michel; Robert, Christian P. (2011) Document de travail / Working paper
Dauphine PSL Bibliothèque logo
Place du Maréchal de Lattre de Tassigny 75775 Paris Cedex 16
Phone: 01 44 05 40 94
Contact
Dauphine PSL logoEQUIS logoCreative Commons logo