Hybrid algorithms for maximum likelihood and maximum a posteriori sequence estimation

被引：0
|
作者：
Mahony, RE
Brushe, GD
Moore, JB
机构：
来源：
ISSPA 96 - FOURTH INTERNATIONAL SYMPOSIUM ON SIGNAL PROCESSING AND ITS APPLICATIONS, PROCEEDINGS, VOLS 1 AND 2 | 1996年
关键词：
D O I：
暂无
中图分类号：
TP18 [人工智能理论];
学科分类号：
081104 ; 0812 ; 0835 ; 1405 ;
摘要：
This paper presents two methods of processing data generated by a hidden Markov model (HMM) such that the resulting state estimates are related to both the maximum likelihood (ML) estimates (generated by the Viterbi algorithm) and maximum a posteriori (MAP) estimates (generated by the HMM forward-backward algorithm). Both algorithms contain a tuneable parameter which selects the tendency of the processing to replicate ML or MAP estimates. In the limit the algorithms reproduce the ML and MAP estimates exactly.
引用
收藏
页码：451 / 454
页数：4
相关论文
共 50 条
  • [1] On algorithms for restricted maximum likelihood estimation
    Jamshidian, M
    COMPUTATIONAL STATISTICS & DATA ANALYSIS, 2004, 45 (02) : 137 - 157
  • [2] MAXIMUM LIKELIHOOD AND MAXIMUM A POSTERIORI DIRECTION-OF-ARRIVAL ESTIMATION IN THE PRESENCE OF SIRP NOISE
    Zhang, Xin
    El Korso, Mohammed Nabil
    Pesavento, Marius
    2016 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING PROCEEDINGS, 2016, : 3081 - 3085
  • [3] Numerical algorithms for constrained maximum likelihood estimation
    Li, ZF
    Osborne, MR
    Prvan, T
    ANZIAM JOURNAL, 2003, 45 : 91 - 114
  • [4] SPARSE SEQUENCE RECOVERY VIA A MAXIMUM A POSTERIORI ESTIMATION
    Hyder, Md Mashud
    Mahata, Kaushik
    2013 20TH IEEE INTERNATIONAL CONFERENCE ON IMAGE PROCESSING (ICIP 2013), 2013, : 489 - 493
  • [5] Batch maximum likelihood (ML) and maximum a posteriori (MAP) estimation with process noise for tracking applications
    Poore, AB
    Slocumb, BJ
    Suchomel, BJ
    Obermeyer, FH
    Herman, SM
    Gadaleta, SM
    SIGNAL AND DATA PROCESSING OF SMALL TARGETS 2003, 2003, 5204 : 188 - 199
  • [6] HYBRID MAXIMUM A POSTERIORI ESTIMATION UNDER COMMUNICATION CONSTRAINTS
    Nerurkar, Esha D.
    Roumeliotis, Stergios I.
    2013 IEEE INTERNATIONAL CONFERENCE ON ACOUSTICS, SPEECH AND SIGNAL PROCESSING (ICASSP), 2013, : 4898 - 4902
  • [7] Maximum likelihood and maximum a posteriori estimators for the Riesz probability distribution
    Kessentini, Sameh
    Zine, Raoudha
    JOURNAL OF STATISTICAL COMPUTATION AND SIMULATION, 2021, 91 (14) : 2854 - 2879
  • [8] MAXIMUM LIKELIHOOD ESTIMATORS AND A POSTERIORI DISTRIBUTIONS
    WOLFOWITZ, J
    ANNALS OF MATHEMATICAL STATISTICS, 1952, 23 (04): : 643 - 644
  • [9] Cosmic shear measurement with maximum likelihood and maximum a posteriori inference
    Hall, Alex
    Taylor, Andy
    MONTHLY NOTICES OF THE ROYAL ASTRONOMICAL SOCIETY, 2017, 468 (01) : 346 - 363
  • [10] Improving maximum likelihood estimation using prior probabilities: A tutorial on maximum a posteriori estimation and an examination of the weibull distribution
    Cousineau, Denis
    Helie, Sebastien
    TUTORIALS IN QUANTITATIVE METHODS FOR PSYCHOLOGY, 2013, 9 (02): : 61 - 71
12345