Pseudo-regenerative block-bootstrap for hidden Markov chains

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Abstract

This paper is devoted to extend the regenerative block-bootstrap (RBB) proposed in [1] for regenerative Markov chains to Hidden Markov Models {(X n, Y n)} n∈ℕ. In the HMM setup, regeneration times of the underlying chain X (i.e. consecutive times at which it visits a given state), which are regeneration times for the bivariate chain (X, Y) as well, are not observable. The principle underlying the RBB extension consists in resampling the output by generating first a sequence of approximate regeneration times for X from data Y (n) = (Y 1, ⋯, Y n), by splitting up next Y (n) into data blocks corresponding to the pseudo-renewal times obtained and, eventually, by resampling the blocks until the (random) length of the reconstructed series is a least n. Beyond the algorithmic description of the resampling procedure, which we call "hidden regenerative block-bootstrap" (HRBB), its performance is evaluated on a simple simulation example.

Original languageEnglish
Title of host publication2009 IEEE/SP 15th Workshop on Statistical Signal Processing, SSP '09
Pages465-468
Number of pages4
DOIs
Publication statusPublished - 25 Dec 2009
Externally publishedYes
Event2009 IEEE/SP 15th Workshop on Statistical Signal Processing, SSP '09 - Cardiff, United Kingdom
Duration: 31 Aug 20093 Sept 2009

Publication series

NameIEEE Workshop on Statistical Signal Processing Proceedings

Conference

Conference2009 IEEE/SP 15th Workshop on Statistical Signal Processing, SSP '09
Country/TerritoryUnited Kingdom
CityCardiff
Period31/08/093/09/09

Keywords

  • Bootstrap
  • Confidence interval
  • Hidden Markov chain
  • Regeneration
  • Resampling

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