Browsing NHH Brage by Author "Bacri, Timothee Raphael Ferdinand"

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A gentle tutorial on accelerated parameter and confidence interval estimation for hidden Markov models using Template Model Builder

Bacri, Timothee Raphael Ferdinand; Berentsen, Geir Drage; Bulla, Jan; Hølleland, Sondre Nedreås (Peer reviewed; Journal article, 2022)

A very common way to estimate the parameters of a hidden Markov model (HMM) is the relatively straightforward computation of maximum likelihood (ML) estimates. For this task, most users rely on user-friendly implementation ...
Computational issues in parameter estimation for hidden Markov models with template model builder

Bacri, Timothee Raphael Ferdinand; Berentsen, Geir Drage; Bulla, Jan; Støve, Bård (Peer reviewed; Journal article, 2023)

A popular way to estimate the parameters of a hidden Markov model (HMM) is direct numerical maximization (DNM) of the (log-)likelihood function. The advantages of employing the TMB [Kristensen K, Nielsen A, Berg C, et al. ...
Computational issues in parameter estimation for hidden Markov models with template model builder

Bacri, Timothee Raphael Ferdinand; Berentsen, Geir Drage; Bulla, Jan; Støve, Bård (Peer reviewed; Journal article, 2023)

A popular way to estimate the parameters of a hidden Markov model (HMM) is direct numerical maximization (DNM) of the (log-)likelihood function. The advantages of employing the TMB [Kristensen K, Nielsen A, Berg C, et al. ...