Marginal Models for Multivariate Markov Processes
Roberto Colombi, Sabrina Giordano · Aisberg (University of Bergamo) · 2013
We introduce multiple hidden Markov models (MHMMs) where an observed multivariate categorical time series depends on an unobservable multivariate Markov chain. MHMMs provide an elegant framework for specifying various independence relationships between multiple discrete time processes