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...
المؤلفون الرئيسيون: | Tadić, V, Doucet, A |
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التنسيق: | Journal article |
منشور في: |
2007
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مواد مشابهة
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