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" Introduction to hidden semi-Markov models / "
John van der Hoek, University of South Australia ; Robert J. Elliott, University of South Australia and University of Calgary.
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BL
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| Record Number
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839372
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| Main Entry
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Van der Hoek, John
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| Title & Author
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Introduction to hidden semi-Markov models /\ John van der Hoek, University of South Australia ; Robert J. Elliott, University of South Australia and University of Calgary.
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| Publication Statement
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Cambridge, United Kingdom ;New York :: Cambridge University Press,, 2018.
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, ©2018
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| Series Statement
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London Mathematical Society lecture note series ;; 445
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1 online resource (x, 174 pages)
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| ISBN
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1108377424
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: 9781108377423
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1108421601
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110844198X
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9781108421607
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9781108441988
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| Bibliographies/Indexes
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Includes bibliographical references (pages 169-172) and index.
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| Contents
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Observed Markov chains -- Estimation of an observed Markov chain -- Hidden Markov models -- The viterbi algorithm -- The EM algorithm -- A new Markov chain model -- Semi-Markov models -- Hidden semi-Markov models -- Filters for hidden semi-Markov models.
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| Abstract
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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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Hidden Markov models.
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Stochastic processes.
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Hidden Markov models.
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Hidden-Markov-Modell
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Semi-Markov-Modell
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Stochastic processes.
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| Dewey Classification
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519.2/33
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| LC Classification
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QA274.7.V356 2018
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| Added Entry
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Elliott, Robert J., (Robert James),1940-
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