Estimation of nonstationary hidden Markov models by MCMC sampling

P. M. Djuric, Joon Hwa Chun. Estimation of nonstationary hidden Markov models by MCMC sampling. In Proceedings of the 1999 IEEE International Conference on Acoustics, Speech, and Signal Processing, ICASSP '99, Phoenix, Arizona, USA, March 15-19, 1999. pages 1737-1740, IEEE Computer Society, 1999. [doi]

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