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Finite state space non parametric Hidden Markov Models are in general identifiable

机译：有限状态空间非参数隐马尔可夫模型通常是识别

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In this paper, we prove that finite state space non parametric hidden Markovmodels are identifiable as soon as the transition matrix of the latent Markovchain has full rank and the emission probability distributions are linearlyindependent. We then propose several non parametric likelihood based estimationmethods, which we apply to models used in applications. We finally show onexamples that the use of non parametric modeling and estimation may improve theclassification performances.

机译：在本文中，我们证明了只要隐马尔可夫链的转移矩阵满秩且发射概率分布与线性无关，就可以识别出有限状态空间非参数隐马尔可夫模型。然后，我们提出了几种基于非参数似然的估计方法，这些方法适用于应用程序中使用的模型。我们最终在示例中显示了使用非参数建模和估计可以改善分类性能。

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Gassiat, Elisabeth; Cleynen, Alice; Robin, Stéphane;
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年度 2013
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原文格式 PDF
正文语种 {"code":"en","name":"English","id":9}
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专利

1. Inference in finite state space non parametric Hidden Markov Models and applications [J] . Gassiat E., Cleynen A., Robin S. Statistics and computing . 2016,第1a2期

机译：有限状态空间非参数隐马尔可夫模型的推论与应用
2. Identifiability and Consistent Estimation of Nonparametric Translation Hidden Markov Models with General State Space [J] . Elisabeth Gassiat, Sylvain Le Corff, Luc Lehéricy Journal of machine learning research . 2020,第a期

机译：具有常规状态空间的非参数转换隐马尔可夫模型的可识别性和一致估计
3. Posterior consistency for nonparametric hidden Markov models with finite state space [J] . Elodie Vernet Electronic Journal of Statistics . 2015,第1期

机译：具有有限状态空间的非参数隐马尔可夫模型的后验一致性
4. Hybrid Model using Subspace Distribution Clustering Hidden Markov Models and Semi-Continuous Hidden Markov Models for Embedded Speech Recognizers [C] . Youngkyu Cho, Sung-a Kim, Dongsuk Yook International Conference on Spoken Language Processing; 20041004-08; Jeju(KR) . 2004

机译：嵌入式语音识别器的子空间分布聚类隐马尔可夫模型和半连续隐马尔可夫模型的混合模型
5. Fundamental Tradeoffs in Estimation of Finite-state Hidden Markov Models [D] . Le, Justin 2018

机译：有限状态隐马尔可夫模型估计中的基本权衡
6. Conformational Heterogeneity in the Michaelis Complex of Lactate Dehydrogenase: An Analysis of Vibrational Spectroscopy Using Markov and Hidden Markov Models [O] . Xiaoliang Pan, Steven D. Schwartz -1

机译：乳酸脱氢酶Michaelis复合物中的构象异质性：使用马尔可夫和隐马尔可夫模型的振动光谱分析
7. Posterior consistency for nonparametric hidden Markov models with finite state space [O] . Elodie Vernet 2016

机译：具有有限状态空间的非参数隐马尔可夫模型的后验一致性
8. Theory of Continuous-State Hidden Markov Models and Hidden Gauss-Markov Models. [R] . Ainsleigh, P. L. 2001

机译：连续状态隐马尔可夫模型理论与隐式高斯马尔可夫模型。

Finite state space non parametric Hidden Markov Models are in general identifiable

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