Non Parametric Hidden Markov Models with Finite State Space: Posterior Concentration Rates

27 November 2015

Papers citing "Non Parametric Hidden Markov Models with Finite State Space: Posterior Concentration Rates"

16 / 16 papers shown

Title
Consistent estimation of the filtering and marginal smoothing distributions in nonparametric hidden Markov models Yohann De Castro Elisabeth Gassiat Sylvain Le Corff 47 32 0 23 Jul 2015
Minimax adaptive estimation of nonparametric hidden Markov models Yohann De Castro Elisabeth Gassiat C. Lacour 59 32 0 20 Jan 2015
A Nonparametric Bayesian Approach to Uncovering Rat Hippocampal Population Codes During Spatial Navigation Scott W. Linderman Matthew J. Johnson M. Wilson Z. Chen 62 9 0 27 Nov 2014
Nonparametric identification and maximum likelihood estimation for hidden Markov model Grigory Alexandrovich H. Holzmann Anna Leister 83 33 0 16 Apr 2014
Posterior consistency for nonparametric hidden Markov models with finite state space E. Vernet 74 24 0 13 Nov 2013
On adaptive posterior concentration rates M. Hoffmann Judith Rousseau Johannes Schmidt-Hieber 174 85 0 22 May 2013
About the posterior distribution in hidden Markov models with unknown number of states Elisabeth Gassiat Judith Rousseau 76 34 0 09 Jul 2012
Gene Expression Time Course Clustering with Countably Infinite Hidden Markov Models Matthew J. Beal Praveen Krishnamurthy 76 33 0 27 Jun 2012
Bayesian optimal adaptive estimation using a sieve prior Julyan Arbel G. Gayraud Judith Rousseau 121 60 0 11 Apr 2012
Adaptive Bayesian multivariate density estimation with Dirichlet mixtures Weining Shen S. Tokdar S. Ghosal 103 144 0 29 Sep 2011
Estimation of a discrete monotone distribution H. Jankowski J. Wellner 81 51 0 16 Oct 2009
Adaptive Bayesian estimation using a Gaussian random field with inverse Gamma bandwidth Van der Vaart V. Zanten 122 254 0 25 Aug 2009
A sticky HDP-HMM with application to speaker diarization E. Fox Erik B. Sudderth Michael I. Jordan A. Willsky 116 380 0 15 May 2009
A Bernstein-Von Mises Theorem for discrete probability distributions S. Boucheron Elisabeth Gassiat 471 49 0 14 Jul 2008
Posterior convergence rates of Dirichlet mixtures at smooth densities S. Ghosal A. van der Vaart 327 232 0 14 Aug 2007
Convergence rates of posterior distributions for noniid observations S. Ghosal A. van der Vaart 404 399 0 03 Aug 2007