Widely applicable information criterion for estimating the order in a hidden Markov model
This paper considers the determination of the order of hidden Markov models. Recently, a proposed predictive measure, the so-called widely applicable information criterion (WAIC), was derived. This criterion is a convenient alternative to the cross-validation approach due to its less computation p...
| Main Authors: | , |
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| Format: | Article |
| Language: | English |
| Published: |
Prince of Songkla University
2021-06-01
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| Series: | Songklanakarin Journal of Science and Technology (SJST) |
| Subjects: | |
| Online Access: | https://rdo.psu.ac.th/sjstweb/journal/43-3/29.pdf |