A Monte Carlo algorithm for optimal quantization in hidden Markov models

A Monte Carlo algorithm for optimal quantization in hidden Markov models

In this paper, the problem of the optimal quantization of a signal generated by a hidden Markov model is considered. For this problem, an efficient algorithm based on Monte Carlo sampling, gradient estimation techniques and stochastic approximation is proposed. The properties of the proposed algorit...

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Bibliografiske detaljer
Main Authors:	Tadić, V, Doucet, A
Format:	Journal article
Udgivet:	2007

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