Seminar Details

Seminar Details


Oct 21

3:30 pm

The Use of Hidden Markov Models in Scientific Applications

Peter Guttorp


University of Washington - Department of Statistics

Recently there has been a flurry of activity in the area of hidden Markov models. Applications have been in speech recognition, neurophysiology, hydrology, astronomy, geosciences, and hematology, among others. The general structure of hidden Markov models (and their relation to state space models in time series analysis) is outlined. Estimation methods (exact and by Monte Carlo) are outlined, and the methodology is exemplified with applications from several of the fields mentioned above.