Likelihood inference in hidden Markov models (Part II)

Speaker:  Prof. Eric Moulines - Institut Télécom / Télécom ParisTech (ENST), Paris
  Wednesday, May 25, 2011 at 3:00 PM (15.00-18.00) Aula Messedaglia
- The bootstrap filter;
- Some variants of the particle filters;
- Smoothing methods in general state-space models;
- Parameter inference for general state-space models.

Programme Director
Marco Minozzo

Publication date
May 19, 2011