Markov, Semi-Markov Models and Associated Fields (from Theory to Application and back)

9:00 - 10:00 (1h)

Hidden Markov models for longitudinal data: advances to deal with missing data, dropout, and variable selection

Silvia Pandolfi

10:00 - 10:40 (40min)

On adaptive filtering of some HMP

Yury Kutoyants

10:40 - 11:10 (30min)

Coffee break

11:10 - 11:50 (40min)

Non-linear monotone models for general Harris recurrent Markov chains

Carlos Fernández

11:50 - 12:30 (40min)

Parameter estimation of hidden Markov models: comparison of EM and quasi-Newton methods with a new hybrid algorithm.

Sidonie Foulon

Program