Mathematics – Statistics Theory
Scientific paper
2005-09-13
Scandinavian Journal of Statistics, Volume 33, Issue 4, pages 651-671, December 2006
Mathematics
Statistics Theory
corrected typos
Scientific paper
10.1111/j.1467-9469.2006.00513.x
This paper deals with parameter estimation in pair hidden Markov models (pair-HMMs). We first provide a rigorous formalism for these models and discuss possible definitions of likelihoods. The model being biologically motivated, some restrictions with respect to the full parameter space naturally occur. Existence of two different Information divergence rates is established and divergence property (namely positivity at values different from the true one) is shown under additional assumptions. This yields consistency for the parameter in parametrization schemes for which the divergence property holds. Simulations illustrate different cases which are not covered by our results.
Arribas-Gil Ana
Gassiat Elisabeth
Matias Catherine
No associations
LandOfFree
Parameter estimation in pair hidden Markov models does not yet have a rating. At this time, there are no reviews or comments for this scientific paper.
If you have personal experience with Parameter estimation in pair hidden Markov models, we encourage you to share that experience with our LandOfFree.com community. Your opinion is very important and Parameter estimation in pair hidden Markov models will most certainly appreciate the feedback.
Profile ID: LFWR-SCP-O-703838