Recursive parameter estimation algorithm of the Dirichlet hidden Markov model - Vaičiulytė, Jūratė; Sakalauskas, Leonidas (Journal of statistical computation and simulation, 2020)
Keywords: Algorithms; Clustering; Complexity; Computer simulation; Datasets; Dirichlet distribution; Dirichlet problem; hidden Markov models; likelihood method; Markov analysis; Markov chains; Mathematical models; Maximum likelihood method; Parameter estimation; recursive EM algorithm; Recursive methods