Hidden Markov models with mixtures as emission distributions. In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a semiparametric model where the emission distributions are a mixture of parametric distributions is proposed to get a higher flexibility. We show that the standard EM algorithm can be adapted to infer the model parameters. For the initialization step, starting from a large number of components, a hierarchical method to combine them into the hidden states is proposed. Three likelihood-based criteria to select the components to be combined are discussed. To estimate the number of hidden states, BIC-like criteria are derived. A simulation study is carried out both to determine the best combination between the combining criteria and the model selection criteria and to evaluate the accuracy of classification. The proposed method is also illustrated using a biological dataset from the model plant Arabidopsis thaliana. A R package HMMmix is freely available on the CRAN.
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References in zbMATH (referenced in 4 articles , 1 standard article )
Showing results 1 to 4 of 4.
- Lehéricy, Luc: Consistent order estimation for nonparametric hidden Markov models (2019)
- Gassiat, E.; Cleynen, A.; Robin, S.: Inference in finite state space non parametric hidden Markov models and applications (2016)
- Holzmann, Hajo; Schwaiger, Florian: Hidden Markov models with state-dependent mixtures: minimal representation, model testing and applications to clustering (2015)
- Volant, Stevenn; Bérard, Caroline; Martin-Magniette, Marie-Laure; Robin, Stéphane: Hidden Markov models with mixtures as emission distributions (2014)