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中国科学院数学与系统科学研究院机构知识库
KMS Of Academy of mathematics and systems sciences, CAS
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Clustering Hidden Markov Models With Variational Bayesian Hierarchical EM
期刊论文
IEEE TRANSACTIONS ON NEURAL NETWORKS AND LEARNING SYSTEMS, 2021, 页码: 15
Authors:
Lan, Hui
;
Liu, Ziquan
;
Hsiao, Janet H.
;
Yu, Dan
;
Chan, Antoni B.
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View/Download:83/0
  |  
Submit date:2022/04/02
Hidden Markov models
Bayes methods
Data models
Computational modeling
Mixture models
Clustering algorithms
Analytical models
Clustering
hidden Markov mixture model (H3M)
hierarchical EM
variational Bayesian (VB)
Continuous time hidden Markov model for longitudinal data
期刊论文
JOURNAL OF MULTIVARIATE ANALYSIS, 2020, 卷号: 179, 页码: 16
Authors:
Zhou, Jie
;
Song, Xinyuan
;
Sun, Liuquan
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View/Download:161/0
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Submit date:2020/09/23
Continuous-time HMMs
Longitudinal data
ML estimator
Unknown number of hidden states
SCAD penalty
Residual life prediction for complex systems with multi-phase degradation by ARMA-filtered hidden Markov model
期刊论文
QUALITY TECHNOLOGY AND QUANTITATIVE MANAGEMENT, 2019, 卷号: 16, 期号: 1, 页码: 19-35
Authors:
Sheng, Zhidong
;
Hu, Qingpei
;
Liu, Jian
;
Yu, Dan
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View/Download:131/0
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Submit date:2019/03/05
System reliability
residual life prediction
multi-phase degradation
hidden Markov model
Multi-period mean variance portfolio selection under incomplete information
期刊论文
APPLIED STOCHASTIC MODELS IN BUSINESS AND INDUSTRY, 2016, 卷号: 32, 期号: 6, 页码: 753-774
Authors:
Zhang, Ling
;
Li, Zhongfei
;
Xu, Yunhui
;
Li, Yongwu
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View/Download:92/0
  |  
Submit date:2018/07/30
hidden Markov chain
regime switching
sufficient statistics
portfolio optimization
Large deviations for random dynamical systems and applications to hidden Markov models
期刊论文
STOCHASTIC PROCESSES AND THEIR APPLICATIONS, 2011, 卷号: 121, 期号: 1, 页码: 61-90
Authors:
Hu, Shulan
;
Wu, Liming
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View/Download:86/0
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Submit date:2018/07/30
Large deviation
Random dynamical systems
Hidden Markov models
Maximum likelihood estimator
Rainfall data simulation by hidden Markov model and discrete wavelet transformation
期刊论文
STOCHASTIC ENVIRONMENTAL RESEARCH AND RISK ASSESSMENT, 2009, 卷号: 23, 期号: 7, 页码: 863-877
Authors:
Jayawardena, A. W.
;
Xu, P. C.
;
Li, W. K.
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View/Download:32/0
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Submit date:2018/07/30
Daily rainfall
Discrete wavelet transformation
Hidden Markov model
Expectation-maximization algorithm
False nearest neighbours
Phase space reconstruction
Automatic classification of protein structures based on convex hull representation by integrated neural network
期刊论文
THEORY AND APPLICATIONS OF MODELS OF COMPUTATION, PROCEEDINGS, 2006, 卷号: 3959, 页码: 505-514
Authors:
Wang, Yong
;
Wu, Ling-Yun
;
Zhang, Xiang-Sun
;
Chen, Luonan
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View/Download:109/0
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Submit date:2018/07/30
Test data sets and evaluation of gene prediction programs on the rice genome
期刊论文
JOURNAL OF COMPUTER SCIENCE AND TECHNOLOGY, 2005, 卷号: 20, 期号: 4, 页码: 446-453
Authors:
Li, H
;
Liu, JS
;
Xu, Z
;
Jin, J
;
Fang, L
;
Gao, L
;
Li, YD
;
Xing, ZX
;
Gao, SG
;
Liu, T
;
Li, HH
;
Li, Y
;
Fang, LJ
;
Xie, HM
;
Zheng, WM
;
Hao, BL
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View/Download:55/0
  |  
Submit date:2018/07/30
gene prediction
rice genome
test sets
accuracy measures
hidden Markov models
dynamic programming