Blar i ODA Open Digital Archive på forfatter "Tjelmeland, Håkon"
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Approximate forward–backward algorithm for a switching linear Gaussian model
Hammer, Hugo Lewi; Tjelmeland, Håkon (Computational Statistics & Data Analysis;55 (1), Journal article; Peer reviewed, 2010-06-17)A hidden Markov model with two hidden layers is considered. The bottom layer is a Markov chain and given this the variables in the second hidden layer are assumed conditionally independent and Gaussian distributed. The ...