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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

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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
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Author(s)
Doucet, Arnaud
Robert, Christian P.
Subjects / Keywords
Bayesian estimation; Data augmentation; Hidden Markov models; Maximum a posteriori; Simulated annealing