Читать книгу Statistical Approaches for Hidden Variables in Ecology - Nathalie Peyrard - Страница 38

These models do not include any covariates, and the initial distribution will not be estimated. Each model is made up of 18 parameters (12 emission distribution parameters and six transition matrix parameters). Iterative optimization applied to a space of this type (such as the EM algorithm) may be affected by the chosen starting point. In both cases, the choice of a suitable starting point for the algorithm is crucial. One relatively generic approach involves a classification of k-averages (for the selected metrics). This rapid classification can be used to identify plausible parameters for different regimes; nevertheless, it is still important to ensure that the result obtained from the algorithm has not been affected by the choice of starting point.