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...

Полное описание

Библиографические подробности
Главные авторы:	Tadić, V, Doucet, A
Формат:	Journal article
Опубликовано:	2007

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