Derives closed-form expressions for the score and observed Fisher information matrix in a noisy Gaussian random walk HMM via Oakes' identity and forward-backward algorithm.
Title resolution pending
1 Pith paper cite this work. Polarity classification is still indexing.
1
Pith paper citing it
fields
stat.CO 1years
2026 1verdicts
UNVERDICTED 1representative citing papers
citing papers explorer
-
Observed Fisher Information in hidden Markov models - Application to a noisy Gaussian random walk
Derives closed-form expressions for the score and observed Fisher information matrix in a noisy Gaussian random walk HMM via Oakes' identity and forward-backward algorithm.