| This is a draft of a second edition of this book from SIAM
https://epubs.siam.org/doi/book/10.1137/1.9780898717747?mobi... There are three things to show: 1. A pdf of the draft: https://www.fraserphysics.com/book.pdf 2. The hmm project which provides code for state-space models:
https://gitlab.com/fraserphysics/hmm with documentation at
https://fraserphysics.gitlab.io/hmm/ 3. The hmmds project which provides code for using state-space models
to address some examples: https://gitlab.com/fraserphysics/hmmds with
doumentation at https://fraserphysics.gitlab.io/hmmds/ The default
target for hmmds is to build the book. On my home system it takes
about 10 hours to build the book. I would be grateful for comments or suggestions on any aspect of any
of the three things. I am particularly interested in help with the following: 1. I use NixOS for developing. I've documented progress on making the
code useful in other enviroments at
https://fraserphysics.gitlab.io/hmmds/getting_started.html Please let
me know if you are able to use the code elsewhere. 2. In the draft of the book, I have an analysis of the convergence
properties of the EM algorithm spread between Section 2.5 "The EM
algorithm" on page 43 and Appendix B "EM Convergence Rate" on page
137. The analysis is different from anything I've seen published. I
would like feedback with corrections and or citations. |