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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.
Favorite  |  View/Download:27/0  |  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
Favorite  |  View/Download:94/0  |  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
Favorite  |  View/Download:72/0  |  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
Favorite  |  View/Download:54/0  |  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
Favorite  |  View/Download:47/0  |  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.
Favorite  |  View/Download:20/0  |  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
Favorite  |  View/Download:84/0  |  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
Favorite  |  View/Download:31/0  |  Submit date:2018/07/30
gene prediction  rice genome  test sets  accuracy measures  hidden Markov models  dynamic programming