Markov chain processes are becoming increasingly popular as a means of modelling various phenomena in different disciplines. For example, a new approach to the investigation of the electrical activity ...

“A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: Hydroclimate time series often exhibit very low ...

There’s a long history behind machine generated text, and perhaps the simplest example comes in the form of a Markov chain.

We consider penalized estimation in hidden Markov models (HMMs) with multivariate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practice ...