{"id":280,"date":"2017-10-17T10:29:34","date_gmt":"2017-10-17T08:29:34","guid":{"rendered":"https:\/\/www.hsu-hh.de\/statistik\/?post_type=tribe_events&#038;p=280"},"modified":"2018-01-09T13:30:14","modified_gmt":"2018-01-09T12:30:14","slug":"nonparametric-inference-and-order-selection-in-hidden-markov-models","status":"publish","type":"tribe_events","link":"https:\/\/www.hsu-hh.de\/statistik\/event\/nonparametric-inference-and-order-selection-in-hidden-markov-models","title":{"rendered":"Roland Langrock (Uni Bielefeld)"},"content":{"rendered":"<h1>Nonparametric Inference and Order Selection in Hidden Markov Models<\/h1>\n<p>Hidden Markov models (HMMs) and their various extensions have been successfully applied in various disciplines, including biology, speech recognition, economics\/finance, climatology, psychology and medicine. They combine immense flexibility with relative mathematical simplicity and computational tractability, and as a consequence have become increasingly popular as general-purpose models for time series data. In this talk, I will first introduce the basic HMM machinery, illustrating the key concepts and tools using real-data applications. I will then demonstrate how the HMM machinery can be combined with penalised splines to allow for flexible nonparametric inference in HMM-type classes of models. This will lead us to a discussion on how to select an adequate number of states, and eventually also to the choice to be made on whether to use discrete or continuous state processes.<\/p>\n","protected":false},"excerpt":{"rendered":"<p>Nonparametric Inference and Order Selection in Hidden Markov Models<\/p>\n","protected":false},"author":103,"featured_media":0,"template":"","meta":{"_tribe_events_status":"","_tribe_events_status_reason":"","footnotes":""},"tags":[],"tribe_events_cat":[43],"class_list":["post-280","tribe_events","type-tribe_events","status-publish","hentry","tribe_events_cat-kolloquium","cat_kolloquium"],"_links":{"self":[{"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/tribe_events\/280","targetHints":{"allow":["GET"]}}],"collection":[{"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/tribe_events"}],"about":[{"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/types\/tribe_events"}],"author":[{"embeddable":true,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/users\/103"}],"version-history":[{"count":16,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/tribe_events\/280\/revisions"}],"predecessor-version":[{"id":552,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/tribe_events\/280\/revisions\/552"}],"wp:attachment":[{"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/media?parent=280"}],"wp:term":[{"taxonomy":"post_tag","embeddable":true,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/tags?post=280"},{"taxonomy":"tribe_events_cat","embeddable":true,"href":"https:\/\/www.hsu-hh.de\/statistik\/wp-json\/wp\/v2\/tribe_events_cat?post=280"}],"curies":[{"name":"wp","href":"https:\/\/api.w.org\/{rel}","templated":true}]}}