“Dueling Hidden Markov Models for Virus Analysis”
Journal in Computer Virology and Hacking Techniques. 2015. Vol. 11. No. 2. P. 103-118.
Kalbhor A., Austin T., Filiol E. A., Josse S., Stamp M.
, , Biometrika 2017 Vol. 104 No. 4 P. 953-969
Sampling from the posterior probability distribution of the latent states of a hidden Markov model is nontrivial even in the context of Markov chain Monte Carlo. To address this, proposed a way of using a particle filter to construct a Markov kernel that leaves the posterior distribution invariant. Recent theoretical results have established the uniform ...
Added: December 11, 2018