Order selection for heterogeneous semiparametric hidden Markov models
Hidden Markov models (HMMs), which can characterize dynamic heterogeneity, are
valuable tools for analyzing longitudinal data. The order of HMMs (ie, the number of hidden …
valuable tools for analyzing longitudinal data. The order of HMMs (ie, the number of hidden …
Adaptive Penalized Likelihood method for Markov Chains
Y Zhou, M Gao, Y Chen, X Shi - arXiv preprint arXiv:2406.00322, 2024 - arxiv.org
Maximum Likelihood Estimation (MLE) and Likelihood Ratio Test (LRT) are widely used
methods for estimating the transition probability matrix in Markov chains and identifying …
methods for estimating the transition probability matrix in Markov chains and identifying …