{"product_id":"introduction-to-hidden-semi-markov-models-paperback-9781108441988","title":"Introduction to Hidden Semi-Markov Models (Paperback \/ softback) 9781108441988","description":"\u003cfont face=\"Georgia\"\u003e\r\n\u003cp\u003e\u003cfont size=\"6\"\u003eIntroduction to Hidden Semi-Markov Models\u003c\/font\u003e\u003cbr\u003e\r\n\r\n\r\n\u003c\/p\u003e\n\u003cp\u003e\u003cem\u003eDevelops the theory of Markov and semi-Markov processes in an elementary setting suitable for senior undergraduate and graduate students.\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003cp\u003e\u003cfont size=\"4\"\u003eJohn van der Hoek (Author), Robert J. Elliott (Author)\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e9781108441988, Cambridge University Press\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePaperback \/ softback, published 8 February 2018\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003e184 pages\u003cbr\u003e22.7 x 15.1 x 1.1 cm, 0.29 kg\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\r\n\u003cp align=\"justify\"\u003e\u003cem\u003e\u003cfont size=\"3\"\u003e'… dedicated mostly to graduate students and providing a rigorous and rather complete mathematical introduction to the theory of hidden Markov models as well as hidden semi-Markov models under main assumption that the hidden process is a finite state Markov chain. The semi-Markov models appear when the assumption that the length of time the chain spends in any state is geometrically distributed is relaxed. The authors carefully construct these processes on the canonical probability space and then derive filters and smoother, as well as the Viterbi estimates. The central role plays the EM Algorithm.' Jerzy Ombach, ZB Math Reviews\u003c\/font\u003e\u003c\/em\u003e\u003c\/p\u003e\r\n\r\n\u003cp align=\"justify\"\u003e\u003cstrong\u003e\u003cfont size=\"3\"\u003eMarkov chains and hidden Markov chains have applications in many areas of engineering and genomics. This book provides a basic introduction to the subject by first developing the theory of Markov processes in an elementary discrete time, finite state framework suitable for senior undergraduates and graduates. The authors then introduce semi-Markov chains and hidden semi-Markov chains, before developing related estimation and filtering results. Genomics applications are modelled by discrete observations of these hidden semi-Markov chains. This book contains new results and previously unpublished material not available elsewhere. The approach is rigorous and focused on applications.\u003c\/font\u003e\u003c\/strong\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003ePreface\u003cbr\u003e 1. Observed Markov chains\u003cbr\u003e 2. Estimation of an observed Markov chain\u003cbr\u003e 3. Hidden Markov models\u003cbr\u003e 4. Filters and smoothers\u003cbr\u003e 5. The Viterbi algorithm\u003cbr\u003e 6. The EM algorithm\u003cbr\u003e 7. A new Markov chain model\u003cbr\u003e 8. Semi-Markov models\u003cbr\u003e 9. Hidden semi-Markov models\u003cbr\u003e 10. Filters for hidden semi-Markov models\u003cbr\u003e Appendix A. Higher order chains\u003cbr\u003e Appendix B. An example of a second order chain\u003cbr\u003e Appendix C. A conditional Bayes theorem\u003cbr\u003e Appendix D. On conditional expectations\u003cbr\u003e Appendix E. Some molecular biology\u003cbr\u003e Appendix F. Earlier applications of hidden Markov chain models\u003cbr\u003e References\u003cbr\u003e Index.\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\u003cp\u003e\u003cfont size=\"3\"\u003eSubject Areas: Signal processing [\u003ca title=\"See our other books on Signal processing\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Signal%20processing%20%5BUYS%5D%22\"\u003eUYS\u003c\/a\u003e], Stochastics [\u003ca title=\"See our other books on Stochastics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Stochastics%20%5BPBWL%5D%22\"\u003ePBWL\u003c\/a\u003e], Probability \u0026amp; statistics [\u003ca title=\"See our other books on Probability \u0026amp; statistics\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Probability%20\u0026amp;%20statistics%20%5BPBT%5D%22\"\u003ePBT\u003c\/a\u003e], Finance [\u003ca title=\"See our other books on Finance\" href=\"https:\/\/freshlyprintedbooks.co.uk\/search?q=%22Finance%20%5BKFF%5D%22\"\u003eKFF\u003c\/a\u003e]\u003c\/font\u003e\u003c\/p\u003e\r\n\r\n\r\n\u003c\/font\u003e","brand":"Cambridge University Press","offers":[{"title":"Default Title","offer_id":46004681965848,"sku":"9781108441988","price":46.99,"currency_code":"GBP","in_stock":true}],"thumbnail_url":"\/\/cdn.shopify.com\/s\/files\/1\/0730\/2037\/5320\/products\/9781108441988i_918ba33e-52fb-4047-a4eb-29d306c59d71.jpg?v=1696700108","url":"https:\/\/freshlyprintedbooks.co.uk\/products\/introduction-to-hidden-semi-markov-models-paperback-9781108441988","provider":"Freshly Printed Books","version":"1.0","type":"link"}