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Analyticity, Convergence and Convergence Rate of Recursive Maximum
  Likelihood Estimation in Hidden Markov Models
v1v2 (latest)

Analyticity, Convergence and Convergence Rate of Recursive Maximum Likelihood Estimation in Hidden Markov Models

IEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2009
27 April 2009
V. Tadic
ArXiv (abs)PDFHTML

Papers citing "Analyticity, Convergence and Convergence Rate of Recursive Maximum Likelihood Estimation in Hidden Markov Models"

18 / 18 papers shown
Online Variational Filtering and Parameter Learning
Online Variational Filtering and Parameter Learning
Andrew Campbell
Yuyang Shi
Tom Rainforth
Arnaud Doucet
BDL
325
26
0
26 Oct 2021
Nested Gaussian filters for recursive Bayesian inference and nonlinear
  tracking in state space models
Nested Gaussian filters for recursive Bayesian inference and nonlinear tracking in state space modelsSignal Processing (Signal Process.), 2021
Sara Pérez-Vieites
Joaquín Míguez
141
13
0
23 Mar 2021
Joint Online Parameter Estimation and Optimal Sensor Placement for the
  Partially Observed Stochastic Advection-Diffusion Equation
Joint Online Parameter Estimation and Optimal Sensor Placement for the Partially Observed Stochastic Advection-Diffusion Equation
Louis Sharrock
N. Kantas
302
11
0
18 Sep 2020
Two-Timescale Stochastic Gradient Descent in Continuous Time with
  Applications to Joint Online Parameter Estimation and Optimal Sensor
  Placement
Two-Timescale Stochastic Gradient Descent in Continuous Time with Applications to Joint Online Parameter Estimation and Optimal Sensor PlacementBernoulli (Bernoulli), 2020
Louis Sharrock
N. Kantas
357
8
0
31 Jul 2020
A pseudo-marginal sequential Monte Carlo online smoothing algorithm
A pseudo-marginal sequential Monte Carlo online smoothing algorithm
P. Gloaguen
Sylvain Le Corff
Jimmy Olsson
275
2
0
20 Aug 2019
Asymptotic Analysis of Model Selection Criteria for General Hidden
  Markov Models
Asymptotic Analysis of Model Selection Criteria for General Hidden Markov Models
S. Yonekura
A. Beskos
Sumeetpal S.Singh
299
14
0
28 Nov 2018
Stability of Optimal Filter Higher-Order Derivatives
Stability of Optimal Filter Higher-Order Derivatives
V. Tadic
Arnaud Doucet
160
4
0
25 Jun 2018
Analyticity of Entropy Rates of Continuous-State Hidden Markov Models
Analyticity of Entropy Rates of Continuous-State Hidden Markov Models
V. Tadic
Arnaud Doucet
130
3
0
25 Jun 2018
Asymptotic Properties of Recursive Maximum Likelihood Estimation in
  Non-Linear State-Space Models
Asymptotic Properties of Recursive Maximum Likelihood Estimation in Non-Linear State-Space Models
V. Tadic
Arnaud Doucet
210
13
0
25 Jun 2018
Particle-based, online estimation of tangent filters with application to
  parameter estimation in nonlinear state-space models
Particle-based, online estimation of tangent filters with application to parameter estimation in nonlinear state-space modelsAnnals of the Institute of Statistical Mathematics (AISM), 2017
Jimmy Olsson
Johan Westerborn Alenlöv
401
10
0
22 Dec 2017
Asymptotic Bias of Stochastic Gradient Search
Asymptotic Bias of Stochastic Gradient Search
V. Tadic
Arnaud Doucet
215
60
0
30 Aug 2017
A probabilistic scheme for joint parameter estimation and state
  prediction in complex dynamical systems
A probabilistic scheme for joint parameter estimation and state prediction in complex dynamical systemsPhysical Review E (PRE), 2017
Sara Pérez-Vieites
I. P. Mariño
Joaquín Míguez
319
19
0
11 Aug 2017
Online Maximum Likelihood Estimation of the Parameters of Partially
  Observed Diffusion Processes
Online Maximum Likelihood Estimation of the Parameters of Partially Observed Diffusion Processes
S. C. Surace
J. Pfister
479
29
0
01 Nov 2016
Consistent estimation of the filtering and marginal smoothing
  distributions in nonparametric hidden Markov models
Consistent estimation of the filtering and marginal smoothing distributions in nonparametric hidden Markov modelsIEEE Transactions on Information Theory (IEEE Trans. Inf. Theory), 2015
Yohann De Castro
Elisabeth Gassiat
Sylvain Le Corff
203
32
0
23 Jul 2015
Convergence of a Particle-based Approximation of the Block Online
  Expectation Maximization Algorithm
Convergence of a Particle-based Approximation of the Block Online Expectation Maximization Algorithm
Sylvain Le Corff
G. Fort
560
15
0
05 Nov 2011
Online Expectation Maximization based algorithms for inference in hidden
  Markov models
Online Expectation Maximization based algorithms for inference in hidden Markov models
Sylvain Le Corff
G. Fort
389
31
0
19 Aug 2011
Convergence and Convergence Rate of Stochastic Gradient Search in the
  Case of Multiple and Non-Isolated Extrema
Convergence and Convergence Rate of Stochastic Gradient Search in the Case of Multiple and Non-Isolated ExtremaIEEE Conference on Decision and Control (CDC), 2009
V. Tadic
368
24
0
06 Jul 2009
Convergence Rate of Stochastic Gradient Search in the Case of Multiple
  and Non-Isolated Minima
Convergence Rate of Stochastic Gradient Search in the Case of Multiple and Non-Isolated Minima
Vladislav B. Tadić
199
2
0
27 Apr 2009
1
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