Mixture and Hidden Markov Models with R
English | 2022 | ISBN: 3031014383 | 283 Pages | PDF EPUB (True) | 17 MB
English | 2022 | ISBN: 3031014383 | 283 Pages | PDF EPUB (True) | 17 MB
This book discusses mixture and hidden Markov models for modeling behavioral data. Mixture and hidden Markov models are statistical models which are useful when an observed system occupies a number of distinct “regimes” or unobserved (hidden) states. These models are widely used in a variety of fields, including artificial intelligence, biology, finance, and psychology. Hidden Markov models can be viewed as an extension of mixture models, to model transitions between states over time. Covering both mixture and hidden Markov models in a single book allows main concepts and issues to be introduced in the relatively simpler context of mixture models. After a thorough treatment of the theory and practice of mixture modeling, the conceptual leap towards hidden Markov models is relatively straightforward.