Likelihood inference in hidden Markov models (Part I)

Speaker:  Prof. Eric Moulines - Institut Télécom / Télécom ParisTech (ENST), Paris
  Monday, May 23, 2011 at 10:30 AM (10.30-13.00) Aula Messedaglia

- Introduction to linear state spaces and the Kalman filter;
- Some basics on Monte Carlo simulations;
- Importance sampling and resampling;
- Sequential importance sampling;

 

Programme Director
Marco Minozzo

External reference
Publication date
May 19, 2011

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