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Posterior consistency for nonparametric hidden Markov models with finite state space

机译:具有有限状态空间的非参数隐马尔可夫模型的后验一致性

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In this paper we study posterior consistency for different topologies on the parameters for hidden Markov models with finite state space. We first obtain weak and strong posterior consistency for the marginal density function of finitely many consecutive observations. We deduce posterior consistency for the different components of the parameter. We also obtain posterior consistency for marginal smoothing distributions in the discrete case. We finally apply our results to independent emission distributions, translated emission distributions and discrete HMMs, under various types of priors.
机译:在本文中,我们研究了具有有限状态空间的隐马尔可夫模型的参数在不同拓扑结构上的后验一致性。我们首先获得有限和多个连续观测值的边际密度函数的弱后强一致性。我们推导了参数不同部分的后验一致性。我们还获得了离散情况下边缘平滑分布的后验一致性。最后,我们将结果应用于各种先验条件下的独立排放分布,转换排放分布和离散HMM。

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