In this talk I consider sequential Monte Carlo (SMC) methods for hidden Markov models. In the scenario for which the conditional density of the observations given the latent state is intractable we ...

Finite mixture models and hidden Markov models (HMMs) occupy central roles in modern statistical inference and data analysis. Finite mixture models assume that data originate from a latent combination ...

There are two basic algorithms for calculating multipoint linkage likelihoods: in one the computational effort increases linearly with the number of pedigree members and exponentially with the number ...

C. Bracken, B. Rajagopalan, & E. Zagona (2014). “A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: ...

Disclaimer: This Working Paper should not be reported as representing the views of the IMF.The views expressed in this Working Paper are those of the author(s) and do not necessarily represent those ...