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It is based on the idea of maximum likelihood estimation. In contrast to other approaches it does not rely on the stochastic independence of the observed data, the stationarity of the data source or a priori information about parameter changes. This makes it well suited for the analysis of ongoing nonstationary dynamic processes. It can be applied to the online learning of various different generative stochastic models. We present the adaptive online learning of Hidden Markov Models. \u00a9 2003 Wiley Periodicals, Inc.<\/jats:p>","DOI":"10.1002\/cplx.10093","type":"journal-article","created":{"date-parts":[[2003,8,1]],"date-time":"2003-08-01T10:15:55Z","timestamp":1059732955000},"page":"95-101","source":"Crossref","is-referenced-by-count":3,"title":["Adaptive online learning of generative stochastic models"],"prefix":"10.1002","volume":"8","author":[{"given":"J. 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Submitted to IEEE Transactions on Signal Processing."},{"key":"e_1_2_1_17_2","doi-asserted-by":"publisher","DOI":"10.1214\/aoms\/1177699147"}],"container-title":["Complexity"],"original-title":[],"language":"en","link":[{"URL":"https:\/\/2.zoppoz.workers.dev:443\/https\/api.wiley.com\/onlinelibrary\/tdm\/v1\/articles\/10.1002%2Fcplx.10093","content-type":"unspecified","content-version":"vor","intended-application":"text-mining"},{"URL":"https:\/\/2.zoppoz.workers.dev:443\/https\/onlinelibrary.wiley.com\/doi\/pdf\/10.1002\/cplx.10093","content-type":"unspecified","content-version":"vor","intended-application":"similarity-checking"}],"deposited":{"date-parts":[[2023,9,12]],"date-time":"2023-09-12T05:08:29Z","timestamp":1694495309000},"score":1,"resource":{"primary":{"URL":"https:\/\/2.zoppoz.workers.dev:443\/https\/onlinelibrary.wiley.com\/doi\/10.1002\/cplx.10093"}},"subtitle":[],"short-title":[],"issued":{"date-parts":[[2003,3]]},"references-count":16,"journal-issue":{"issue":"4","published-print":{"date-parts":[[2003,3]]}},"alternative-id":["10.1002\/cplx.10093"],"URL":"https:\/\/2.zoppoz.workers.dev:443\/https\/doi.org\/10.1002\/cplx.10093","archive":["Portico"],"relation":{},"ISSN":["1076-2787","1099-0526"],"issn-type":[{"value":"1076-2787","type":"print"},{"value":"1099-0526","type":"electronic"}],"subject":[],"published":{"date-parts":[[2003,3]]}}}