HMMmix swMATH ID: 13500 Software Authors: Stevenn Volant; Caroline Berard Description: Hidden Markov models with mixtures as emission distributions. In unsupervised classification, Hidden Markov Models (HMM) are used to account for a neighborhood structure between observations. The emission distributions are often supposed to belong to some parametric family. In this paper, a semiparametric model where the emission distributions are a mixture of parametric distributions is proposed to get a higher flexibility. We show that the standard EM algorithm can be adapted to infer the model parameters. For the initialization step, starting from a large number of components, a hierarchical method to combine them into the hidden states is proposed. Three likelihood-based criteria to select the components to be combined are discussed. To estimate the number of hidden states, BIC-like criteria are derived. A simulation study is carried out both to determine the best combination between the combining criteria and the model selection criteria and to evaluate the accuracy of classification. The proposed method is also illustrated using a biological dataset from the model plant Arabidopsis thaliana. A R package HMMmix is freely available on the CRAN. Homepage: http://www.inside-r.org/packages/cran/HMMmix Dependencies: R Related Software: Adam; CAPUSHE; CMA-ES; TAHMMAnnot; mclust; R; CRAN Cited in: 8 Documents Standard Articles 1 Publication describing the Software, including 1 Publication in zbMATH Year Hidden Markov models with mixtures as emission distributions. Zbl 1325.62157Volant, Stevenn; Bérard, Caroline; Martin-Magniette, Marie-Laure; Robin, Stéphane 2014 all top 5 Cited by 18 Authors 2 Lehéricy, Luc 2 Robin, Stéphane 1 Amayri, Manar 1 Bérard, Caroline 1 Bouguila, Nizar 1 Cleynen, Alice 1 Fan, Wentao 1 Gassiat, Elisabeth 1 Holzmann, Hajo 1 Hou, Wenjuan 1 Huang, Jiafang 1 Jung, Yohan 1 Martin-Magniette, Marie-Laure 1 Park, Jinkyoo 1 Schwaiger, Florian 1 Tong, Changqing 1 Volant, Stevenn 1 Zheng, Jing Cited in 5 Serials 3 Statistics and Computing 1 Physica A 1 Bernoulli 1 Electronic Journal of Statistics 1 Journal of Computational and Graphical Statistics Cited in 3 Fields 7 Statistics (62-XX) 1 Probability theory and stochastic processes (60-XX) 1 Statistical mechanics, structure of matter (82-XX) Citations by Year