We propose the Bayesian information criterion (BIC) and the Akaike information criterion (AIC) for model selection in hidden Markov models (HMM) when the number of states is unknown. The exact ...

Probability and Statistics Group research at the School of Mathematical and Computer Sciences at Heriot-Watt University, Edinburgh.

Inspired from modern out-of-equilibrium statistical physics models, a matrix product based framework is defined and studied, that permits the formal definition of random vectors and time series whose ...

The Department of Justice is suing the U.S. District Court for the District of Maryland — and all of its judges — over a standing order prohibiting the government from deporting individuals within two ...