Forward-Backward smoothing for hidden markov models of point pattern data

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Forward-Backward smoothing for hidden markov models of point pattern data

© 2017 IEEE. This paper considers a discrete-time sequential latent model for point pattern data, specifically a hidden Markov model (HMM) where each observation is an instantiation of a random finite set (RFS). This so-called RFS-HMM is worthy of investigation since point pattern data are ubiquitou...

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Bibliographic Details
Main Authors:	Dam, N., Phung, D., Vo, Ba-Ngu, Huynh, V.
Format:	Conference Paper
Published:	2018
Online Access:	http://purl.org/au-research/grants/arc/DP160104662 http://hdl.handle.net/20.500.11937/66625

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