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- W2883014404 abstract "The generic identification problem is to decide whether a stochastic process $(X_t)$ is a hidden Markov process and if yes to infer its parameters for all but a subset of parametrizations that form a lower-dimensional subvariety in parameter space. Partial answers so far available depend on extra assumptions on the processes, which are usually centered around stationarity. Here we present a general solution for binary-valued hidden Markov processes. Our approach is rooted in algebraic statistics hence it is geometric in nature. We find that the algebraic varieties associated with the probability distributions of binary-valued hidden Markov processes are zero sets of determinantal equations which draws a connection to well-studied objects from algebra. As a consequence, our solution allows for algorithmic implementation based on elementary (linear) algebraic routines." @default.
- W2883014404 created "2018-08-03" @default.
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- W2883014404 date "2011-01-19" @default.
- W2883014404 modified "2023-09-27" @default.
- W2883014404 title "Identification of binary-valued hidden Markov processes" @default.
- W2883014404 hasPublicationYear "2011" @default.
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