Explicit-Duration Markov Switching Models (Foundations and Trends (R) in Machine Learning): 24 (Foundations and TrendsŪ in Machine Learning) [Paperback] Chiappa, Silvia

Chiappa, Silvia

ISBN 10: 1601988303 / ISBN 13: 9781601988300

Published by Now Pub, 2014

About this Item

Unused, some outer edges have minor scuffs, cover has light scratches, some outer pages have marks from shelf wear, book content is in like new condition.

Seller Inventory # 101242-3

Bibliographic Details

• Title: Explicit-Duration Markov Switching Models (Foundations and Trends (R) in Machine Learning): 24 (Foundations and TrendsŪ in Machine Learning) [Paperback] Chiappa, Silvia
• Publisher: Now Pub
• Publication Date: 2014
• Language: English
• ISBN 10: 1601988303
• ISBN 13: 9781601988300
• Binding: Soft cover
• Condition: Very Good

About this title

Synopsis

Explicit-Duration Markov Switching Models provides a simple and clear description of explicit-duration modeling by categorizing the different approaches into three main groups, which differ in encoding in the explicit-duration variables different information about regime switching/reset boundaries. The approaches are described using the formalism of graphical models, which enables graphical representation and assessment of statistical dependence, and therefore makes it easy to describe the structure of complex models and derive inference routines. The presentation is pedagogical, focusing on making distinctions that help structure the space of models and in laying out inference and learning in a clear way. Explicit-Duration Markov Switching Models is an ideal reference for students and researchers who wish to learn about these models and those looking to develop them further.

About the Author

Silvia Chiappa is a Marie Curie Fellow at the Statistical Laboratory, Cambridge.