Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels
Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels
复制标题
隐马尔可夫模型贝叶斯估计量的渐近行为及其在离子通道中的应用
DOI：
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发表时间：
2008
期刊：
影响因子：
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通讯作者：
O. Shcherbakova
中科院分区：
文献类型：
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作者：
M. Gunst;O. Shcherbakova
本文研究了隐马尔可夫模型的贝叶斯估计量在观测数趋于无穷时的渐近行为。我们所证明的定理类似于关于独立观测情况下后验分布的渐近行为的Bernstein-von Mises定理。我们证明了我们的定理适用于广泛的隐马尔可夫模型。我们还讨论了在实际应用中使用的几个模型（如离子通道动力学）中定理假设的含义。
In this paper we study the asymptotic behavior of Bayes estimators for hidden Markov models as the number of observations goes to infinity. The theorem that we prove is similar to the Bernstein—von Mises theorem on the asymptotic behavior of the posterior distribution for the case of independent observations. We show that our theorem is applicable to a wide class of hidden Markov models. We also discuss the implication of the theorem’s assumptions for several models that are used in practical applications such as ion channel kinetics.