A decision theoretic approach for segmental classification using Hidden Markov models.

This paper is concerned with statistical methods for the analysis of linear sequence data using Hidden Markov Models (HMMs) where the task is to segment and classify the data according to the underlying hidden state sequence. Such analysis is commonplace in the empirical sciences including genomics,...

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Xehetasun bibliografikoak
Egile Nagusiak: Yau, C, Holmes, C
Formatua: Working paper
Hizkuntza:English
Argitaratua: Oxford-Man Institute of Quantitative Finance 2009