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- W2028584384 abstract "Chopin (2007) introduced a sequentially ordered hidden Markov model, for which states are ordered according to their order of appearance, and claimed that such a model is a re-parametrisation of a standard Markov model. This note gives a formal proof that this equivalence holds in Bayesian terms, as both formulations generate equivalent posterior distributions, but does not hold in Frequentist terms, as both formulations generate incompatible likelihood functions. Perhaps surprisingly, this shows that Bayesian re-parametrisation and Frequentist re-parametrisation are not identical concepts." @default.
- W2028584384 created "2016-06-24" @default.
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- W2028584384 date "2008-10-01" @default.
- W2028584384 modified "2023-10-15" @default.
- W2028584384 title "On the equivalence between standard and sequentially ordered hidden Markov models" @default.
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- W2028584384 doi "https://doi.org/10.1016/j.spl.2008.02.010" @default.
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