Supplement paper to "Online Expectation Maximization based algorithms for inference in hidden Markov models''

Sylvain Le Corff (1) , Gersende Fort (1)

1 LTCI - Laboratoire Traitement et Communication de l'Information

This is a supplementary material to the paper "Online Expectation Maximization based algorithms for inference in hidden Markov models''. It contains further technical derivations and additional simulation results.

Domaines: Statistiques [math.ST]; Théorie [stat.TH]

Sylvain Le Corff, Gersende Fort. Supplement paper to "Online Expectation Maximization based algorithms for inference in hidden Markov models''. 2012. ⟨hal-00615615v3⟩