Inference in Hidden Markov Models (Record no. 243467)
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| 000 -LEADER | |
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| fixed length control field | 05331nam a22006015i 4500 |
| 001 - CONTROL NUMBER | |
| control field | 978-0-387-28982-3 |
| 003 - CONTROL NUMBER IDENTIFIER | |
| control field | DE-He213 |
| 005 - DATE AND TIME OF LATEST TRANSACTION | |
| control field | 20160614135112.0 |
| 007 - PHYSICAL DESCRIPTION FIXED FIELD--GENERAL INFORMATION | |
| fixed length control field | cr nn 008mamaa |
| 008 - FIXED-LENGTH DATA ELEMENTS--GENERAL INFORMATION | |
| fixed length control field | 100301s2005 xxu| s |||| 0|eng d |
| 020 ## - INTERNATIONAL STANDARD BOOK NUMBER | |
| International Standard Book Number | 9780387289823 |
| -- | 978-0-387-28982-3 |
| 024 7# - OTHER STANDARD IDENTIFIER | |
| Standard number or code | 10.1007/0-387-28982-8 |
| Source of number or code | doi |
| 049 ## - LOCAL HOLDINGS (OCLC) | |
| Holding library | Alfaisal Main Library |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA273.A1-274.9 |
| 050 #4 - LIBRARY OF CONGRESS CALL NUMBER | |
| Classification number | QA274-274.9 |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBT |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | PBWL |
| Source | bicssc |
| 072 #7 - SUBJECT CATEGORY CODE | |
| Subject category code | MAT029000 |
| Source | bisacsh |
| 082 04 - DEWEY DECIMAL CLASSIFICATION NUMBER | |
| Classification number | 519.2 |
| Edition number | 23 |
| 100 1# - MAIN ENTRY--PERSONAL NAME | |
| Personal name | Cappé, Olivier. |
| Relator term | author. |
| 245 10 - TITLE STATEMENT | |
| Title | Inference in Hidden Markov Models |
| Medium | [electronic resource] / |
| Statement of responsibility, etc | by Olivier Cappé, Eric Moulines, Tobias Rydén. |
| 264 #1 - PRODUCTION, PUBLICATION, DISTRIBUTION, MANUFACTURE STATEMENTS | |
| Place of production, publication, distribution, manufacture | New York, NY : |
| Name of producer, publisher, distributor, manufacturer | Springer New York, |
| Date of production, publication, distribution, manufacture | 2005. |
| 300 ## - PHYSICAL DESCRIPTION | |
| Extent | XVII, 653 p. |
| Other physical details | online resource. |
| 336 ## - CONTENT TYPE | |
| Content Type Term | text |
| Content Type Code | txt |
| Source | rdacontent |
| 337 ## - MEDIA TYPE | |
| Media Type Term | computer |
| Media Type Code | c |
| Source | rdamedia |
| 338 ## - CARRIER TYPE | |
| Carrier Type Term | online resource |
| Carrier Type Code | cr |
| Source | rdacarrier |
| 347 ## - | |
| -- | text file |
| -- | |
| -- | rda |
| 490 1# - SERIES STATEMENT | |
| Series statement | Springer Series in Statistics, |
| International Standard Serial Number | 0172-7397 |
| 505 0# - FORMATTED CONTENTS NOTE | |
| Formatted contents note | Main Definitions and Notations -- Main Definitions and Notations -- State Inference -- Filtering and Smoothing Recursions -- Advanced Topics in Smoothing -- Applications of Smoothing -- Monte Carlo Methods -- Sequential Monte Carlo Methods -- Advanced Topics in Sequential Monte Carlo -- Analysis of Sequential Monte Carlo Methods -- Parameter Inference -- Maximum Likelihood Inference, Part I: Optimization Through Exact Smoothing -- Maximum Likelihood Inference, Part II: Monte Carlo Optimization -- Statistical Properties of the Maximum Likelihood Estimator -- Fully Bayesian Approaches -- Background and Complements -- Elements of Markov Chain Theory -- An Information-Theoretic Perspective on Order Estimation. |
| 520 ## - SUMMARY, ETC. | |
| Summary, etc | Hidden Markov models have become a widely used class of statistical models with applications in diverse areas such as communications engineering, bioinformatics, finance and many more. This book is a comprehensive treatment of inference for hidden Markov models, including both algorithms and statistical theory. Topics range from filtering and smoothing of the hidden Markov chain to parameter estimation, Bayesian methods and estimation of the number of states. In a unified way the book covers both models with finite state spaces, which allow for exact algorithms for filtering, estimation etc. and models with continuous state spaces (also called state-space models) requiring approximate simulation-based algorithms that are also described in detail. Simulation in hidden Markov models is addressed in five different chapters that cover both Markov chain Monte Carlo and sequential Monte Carlo approaches. Many examples illustrate the algorithms and theory. The book also carefully treats Gaussian linear state-space models and their extensions and it contains a chapter on general Markov chain theory and probabilistic aspects of hidden Markov models. This volume will suit anybody with an interest in inference for stochastic processes, and it will be useful for researchers and practitioners in areas such as statistics, signal processing, communications engineering, control theory, econometrics, finance and more. The algorithmic parts of the book do not require an advanced mathematical background, while the more theoretical parts require knowledge of probability theory at the measure-theoretical level. Olivier Cappé is Researcher for the French National Center for Scientific Research (CNRS). He received the Ph.D. degree in 1993 from Ecole Nationale Supérieure des Télécommunications, Paris, France, where he is currently a Research Associate. Most of his current research concerns computational statistics and statistical learning. Eric Moulines is Professor at Ecole Nationale Supérieure des Télécommunications (ENST), Paris, France. He graduated from Ecole Polytechnique, France, in 1984 and received the Ph.D. degree from ENST in 1990. He has authored more than 150 papers in applied probability, mathematical statistics and signal processing. Tobias Rydén is Professor of Mathematical Statistics at Lund University, Sweden, where he also received his Ph.D. in 1993. His publications include papers ranging from statistical theory to algorithmic developments for hidden Markov models. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Computer simulation. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probabilities. |
| 650 #0 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics. |
| 650 14 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Mathematics. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Probability Theory and Stochastic Processes. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistical Theory and Methods. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Signal, Image and Speech Processing. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics for Engineering, Physics, Computer Science, Chemistry and Earth Sciences. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Statistics for Business/Economics/Mathematical Finance/Insurance. |
| 650 24 - SUBJECT ADDED ENTRY--TOPICAL TERM | |
| Topical term or geographic name as entry element | Simulation and Modeling. |
| 655 #7 - INDEX TERM--GENRE/FORM | |
| Genre/form data or focus term | Electronic books. |
| Source of term | local |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Moulines, Eric. |
| Relator term | author. |
| 700 1# - ADDED ENTRY--PERSONAL NAME | |
| Personal name | Rydén, Tobias. |
| Relator term | author. |
| 710 2# - ADDED ENTRY--CORPORATE NAME | |
| Corporate name or jurisdiction name as entry element | SpringerLink (Online service) |
| 773 0# - HOST ITEM ENTRY | |
| Title | Springer eBooks |
| 776 08 - ADDITIONAL PHYSICAL FORM ENTRY | |
| Display text | Printed edition: |
| International Standard Book Number | 9780387402642 |
| 830 #0 - SERIES ADDED ENTRY--UNIFORM TITLE | |
| Uniform title | Springer Series in Statistics, |
| -- | 0172-7397 |
| 856 40 - ELECTRONIC LOCATION AND ACCESS | |
| Uniform Resource Identifier | <a href="http://ezproxy.alfaisal.edu/login?url=http://dx.doi.org/10.1007/0-387-28982-8">http://ezproxy.alfaisal.edu/login?url=http://dx.doi.org/10.1007/0-387-28982-8</a> |
| 912 ## - | |
| -- | ZDB-2-SMA |
| 942 ## - ADDED ENTRY ELEMENTS (KOHA) | |
| Source of classification or shelving scheme | Library of Congress Classification |
| Koha item type | eBooks |
No items available.