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INTRODUCTION TO HIDDEN SEMI-MARKOV MODELS
Título:
INTRODUCTION TO HIDDEN SEMI-MARKOV MODELS
Subtítulo:
Autor:
VAN DER HOEK, J
Editorial:
CAMBRIDGE UNIVERSITY PRESS
Año de edición:
2018
Materia
MATEMATICA APLICADA
ISBN:
978-1-108-44198-8
Páginas:
184
67,50 €

 

Sinopsis

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications.

Presents the theory in a discrete time, finite state framework
Readily accessible to senior undergraduate and first-year graduate students
Contains a wealth of new and previously unpublished material



Table of Contents
Preface
1. Observed Markov chains
2. Estimation of an observed Markov chain
3. Hidden Markov models
4. Filters and smoothers
5. The Viterbi algorithm
6. The EM algorithm
7. A new Markov chain model
8. Semi-Markov models
9. Hidden semi-Markov models
10. Filters for hidden semi-Markov models
Appendix A. Higher order chains
Appendix B. An example of a second order chain
Appendix C. A conditional Bayes theorem
Appendix D. On conditional expectations
Appendix E. Some molecular biology
Appendix F. Earlier applications of hidden Markov chain models
References
Index.