Introduction to Hidden Semi-Markov Models

Nonfiction, Science & Nature, Mathematics, Statistics, Computers, General Computing
Cover of the book Introduction to Hidden Semi-Markov Models by John van der Hoek, Robert J. Elliott, Cambridge University Press
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Author: John van der Hoek, Robert J. Elliott ISBN: 9781108381987
Publisher: Cambridge University Press Publication: February 8, 2018
Imprint: Cambridge University Press Language: English
Author: John van der Hoek, Robert J. Elliott
ISBN: 9781108381987
Publisher: Cambridge University Press
Publication: February 8, 2018
Imprint: Cambridge University Press
Language: English

Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications.

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Markov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications.

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