Estimating rate constants in

Abstract

The EM algorithm, e.g. as Baum-Welch reestimation, is an important tool for parameter estimation in discrete-time Hidden Markov Models. We present a direct reestimation of rate constants for applications in which the underlying Markov process is continuous in time. Previous estimation of discrete-time transition probabilities is not necessary. 

Topics

Cite this paper

@inproceedings{Timmer1999EstimatingRC, title={Estimating rate constants in}, author={Jens Timmer}, year={1999} }