Semi-supervised optimal recursive filtering and smoothing in non-Gaussian Markov switching models ↗ ↖ 1 January 2020 Fei Zheng Stéphane Derrode Wojciech Pieczynski
Parameter estimation in switching Markov systems and unsupervised smoothing ↗ ↖ 1 January 2019 Fei Zheng Stéphane Derrode Wojciech Pieczynski
Fast exact filtering in generalized conditionally observed Markov switching models with copulas ↗ ↖ 1 January 2018 Fei Zheng Stéphane Derrode Wojciech Pieczynski
Parameter estimation in conditionally Gaussian pairwise Markov switching models and unsupervised smoothing ↗ ↖ 1 January 2016 Fei Zheng Stéphane Derrode Wojciech Pieczynski