Akaike and Bayesian Information Criteria for Hidden Markov Models
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DOI: 10.1109/lsp.2018.2886933
Abstract: We propose the Bayesian information criterion (BIC) and the Akaike information criterion (AIC) for model selection in hidden Markov models (HMM) when the number of states is unknown. The exact solutions exploit the properties of… read more here.
Keywords: hidden markov; bayesian information; akaike bayesian; markov models ... See more keywords