Minimax adaptive estimation of nonparametric hidden Markov models

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Minimax adaptive estimation of nonparametric hidden Markov models

20 January 2015

Yohann De Castro

Elisabeth Gassiat

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Papers citing "Minimax adaptive estimation of nonparametric hidden Markov models"

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Title
Adaptive Mean Estimation in the Hidden Markov sub-Gaussian Mixture Model V. Karagulyan M. Ndaoud 77 0 0 18 Jun 2024
General oracle inequalities for a penalized log-likelihood criterion based on non-stationary data Julien Aubert Luc Lehéricy Patricia Reynaud-Bouret 79 0 0 17 May 2024
Prediction from compression for models with infinite memory, with applications to hidden Markov and renewal processes Yanjun Han Tianze Jiang Yihong Wu 70 0 0 23 Apr 2024
Frontiers to the learning of nonparametric hidden Markov models Kweku Abraham Elisabeth Gassiat Zacharie Naulet 63 0 0 28 Jun 2023
Estimation of the Order of Non-Parametric Hidden Markov Models using the Singular Values of an Integral Operator Marie du Roy de Chaumaray Salima El Kolei Marie-Pierre Etienne M. Marbac 98 1 0 07 Oct 2022
Topological Hidden Markov Models A. B. Kashlak Prachi Loliencar G. Heo 18 2 0 26 May 2022
Efficient Bayesian estimation and use of cut posterior in semiparametric hidden Markov models Daniella F Moss Judith Rousseau 77 7 0 11 Mar 2022
Fundamental limits for learning hidden Markov model parameters Kweku Abraham Zacharie Naulet Elisabeth Gassiat 68 6 0 24 Jun 2021
Identifiability and consistent estimation of nonparametric translation hidden Markov models with general state space Elisabeth Gassiat Sylvain Le Corff Luc Lehéricy 74 9 0 04 Feb 2019
Nonasymptotic control of the MLE for misspecified nonparametric hidden Markov models Luc Lehéricy 53 8 0 11 Jul 2018
State-by-state Minimax Adaptive Estimation for Nonparametric Hidden Markov Models Luc Lehéricy 77 10 0 26 Jun 2017
Learning HMMs with Nonparametric Emissions via Spectral Decompositions of Continuous Matrices Kirthevasan Kandasamy Maruan Al-Shedivat Eric Xing 42 7 0 21 Sep 2016
Efficient semiparametric estimation and model selection for multidimensional mixtures Elisabeth Gassiat Judith Rousseau E. Vernet 97 10 0 19 Jul 2016
Consistent order estimation for nonparametric Hidden Markov Models Luc Lehéricy 60 16 0 02 Jun 2016
Non Parametric Hidden Markov Models with Finite State Space: Posterior Concentration Rates E. Vernet 373 9 0 27 Nov 2015
Clustering Via Finite Nonparametric ICA Mixture Models Xiaotian Zhu David R. Hunter CML 17 11 0 28 Oct 2015
Consistent estimation of the filtering and marginal smoothing distributions in nonparametric hidden Markov models Yohann De Castro Elisabeth Gassiat Sylvain Le Corff 71 32 0 23 Jul 2015
A Robbins Monro algorithm for nonparametric estimation of NAR process with Markov-Switching: consistency L. Fermín Ricardo Ríos Luis Angel Rodriguez 53 3 0 14 Jul 2014