Browsing ODA Open Digital Archive by Author "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 ...