CU Boulder News & Events

A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation

C. Bracken, B. Rajagopalan, & E. Zagona (2014). “A Hidden Markov Model Combined with Climate Indices for Multi-decadal Streamflow Simulation,” Water Resources Research, 50, 7836-7846. Abstract: ...
Nature

Markov Chains and Hidden Markov Models

Markov chains provide a fundamental framework for modelling stochastic processes, where the next state depends solely on the current state. Hidden Markov models (HMMs) extend this framework by ...
JSTOR Daily

PENALIZED ESTIMATION IN HIGH-DIMENSIONAL HIDDEN MARKOV MODELS WITH STATE-SPECIFIC GRAPHICAL MODELS

We consider penalized estimation in hidden Markov models (HMMs) with multivariate Normal observations. In the moderate-to-large dimensional setting, estimation for HMMs remains challenging in practice ...
JSTOR Daily

Bayesian Inference in Hidden Markov Models through the Reversible Jump Markov Chain Monte Carlo Method

Journal of the Royal Statistical Society. Series B (Statistical Methodology), Vol. 62, No. 1 (2000), pp. 57-75 (19 pages) Hidden Markov models form an extension of mixture models which provides a ...
CU Boulder News & Events

Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow

Erkyihun S.T., E Zagona, B. Rajagopalan, (2017). “Wavelet and Hidden Markov-Based Stochastic Simulation Methods Comparison on Colorado River Streamflow,” Journal of Hydrologic Engineering 2017, 22(9): ...
International Monetary Fund

Labor Market Dynamics: A Hidden Markov Approach

Download PDF More Formats on IMF eLibrary Order a Print Copy Create Citation This paper proposes a hidden state Markov model (HMM) that incorporates workers’ unobserved labor market attachment into ...