Weak VARMA representations of regime-switching state-space models

Statistical Papers ◽

10.1007/s00362-015-0675-1 ◽

2015 ◽

Vol 57 (3) ◽

pp. 705-720 ◽

Author(s):

Maddalena Cavicchioli

Keyword(s):

State Space ◽

Regime Switching ◽

State Space Models ◽

Switching State

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Particle Gibbs Sampling for Regime-Switching State-Space Models

ICASSP 2021 - 2021 IEEE International Conference on Acoustics, Speech and Signal Processing (ICASSP) ◽

10.1109/icassp39728.2021.9414875 ◽

2021 ◽

Author(s):

Yousef El-Laham ◽

Liu Yang ◽

Heather J. Lynch ◽

Petar M. Djuric ◽

Monica F. Bugallo

Keyword(s):

State Space ◽

Gibbs Sampling ◽

Regime Switching ◽

State Space Models ◽

Switching State

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Regime Switching State-Space Models Applied to Psychological Processes: Handling Missing Data and Making Inferences

Psychometrika ◽

10.1007/s11336-012-9254-8 ◽

2012 ◽

Vol 77 (2) ◽

pp. 400-422 ◽

Author(s):

E. L. Hamaker ◽

R. P. P. P. Grasman

Keyword(s):

Missing Data ◽

State Space ◽

Regime Switching ◽

State Space Models ◽

Psychological Processes ◽

Switching State

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A multimodal variational approach to learning and inference in switching state space models [speech processing application]

2004 IEEE International Conference on Acoustics, Speech, and Signal Processing ◽

10.1109/icassp.2004.1327158 ◽

2004 ◽

Author(s):

L.J. Lee ◽

H. Attias ◽

Li Deng ◽

P. Fieguth

Keyword(s):

State Space ◽

Speech Processing ◽

Variational Approach ◽

State Space Models ◽

Processing Application ◽

Approach To Learning ◽

Switching State

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Variational inference and learning for segmental switching state space models of hidden speech dynamics

2003 IEEE International Conference on Acoustics, Speech, and Signal Processing, 2003. Proceedings. (ICASSP '03). ◽

10.1109/icassp.2003.1198920 ◽

2003 ◽

Author(s):

L.J. Lee ◽

H. Attias ◽

Li Deng

Keyword(s):

State Space ◽

Variational Inference ◽

State Space Models ◽

Switching State

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State-Space Models with Regime-Switching: Classical and Gibbs Sampling Approaches with Applications

Journal of the American Statistical Association ◽

10.2307/2669796 ◽

2000 ◽

Vol 95 (452) ◽

pp. 1373 ◽

Author(s):

Sylvia Fruhwirth-Schnatter ◽

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

State Space ◽

Gibbs Sampling ◽

Regime Switching ◽

State Space Models

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Tracking by switching state space models

Computer Vision and Image Understanding ◽

10.1016/j.cviu.2016.03.006 ◽

2016 ◽

Vol 153 ◽

pp. 29-36 ◽

Author(s):

Junseok Kwon ◽

Ralf Dragon ◽

Luc Van Gool

Keyword(s):

State Space ◽

State Space Models ◽

Switching State

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Switching state-space models Likelihood function, filtering and smoothing

Journal of Statistical Planning and Inference ◽

10.1016/s0378-3758(97)00136-5 ◽

1998 ◽

Vol 68 (1) ◽

pp. 65-103 ◽

Author(s):

Monica Billio ◽

Alain Monfort

Keyword(s):

State Space ◽

Likelihood Function ◽

State Space Models ◽

Switching State

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Method of speech recognition using multimodal variational inference with switching state space models

The Journal of the Acoustical Society of America ◽

10.1121/1.3544447 ◽

2010 ◽

Vol 128 (6) ◽

pp. 3828

Author(s):

Hagai Attias

Keyword(s):

Speech Recognition ◽

State Space ◽

Variational Inference ◽

State Space Models ◽

Switching State

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Modelling financial time series with switching state space models

Proceedings of the IEEE/IAFE 1999 Conference on Computational Intelligence for Financial Engineering (CIFEr) (IEEE Cat. No.99TH8408) ◽

10.1109/cifer.1999.771123 ◽

2003 ◽

Author(s):

M. Azzouzi ◽

I.T. Nabney

Keyword(s):

Time Series ◽

State Space ◽

Financial Time Series ◽

State Space Models ◽

Financial Time ◽

Switching State

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State-Space Models with Regime Switching

10.7551/mitpress/6444.001.0001 ◽

2017 ◽

Author(s):

Chang-Jin Kim ◽

Charles R. Nelson

Keyword(s):

State Space ◽

Regime Switching ◽

State Space Models

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