Cheng-Der Fuh

8 catalog papers. Identity-linked publications and additional name matches are distinguished below.

ORCID: 0000-0003-4174-528X

Publications

• Determine the Number of States in Hidden Markov Models via Marginal Likelihood — Journal of Machine Learning Research 2025 (name-matched, not ORCID-linked)
• Efficient Simulation of Value at Risk with Heavy-Tailed Risk Factors — Operations Research 2011
• Reply to “On some problems in the article Efficient Likelihood Estimation in State Space Models” by Cheng-Der Fuh [Ann. Statist. 34 (2006) 2026–2068] — The Annals of Statistics 2010
• Optimal strategies for a class of sequential control problems with precedence relations — The Annals of Statistics 2007
• Efficient likelihood estimation in state space models — The Annals of Statistics 2006 (name-matched, not ORCID-linked)
• Asymptotic operating characteristics of an optimal change point detection in hidden Markov models — The Annals of Statistics 2004 (name-matched, not ORCID-linked)
• SPRT and CUSUM in hidden Markov models — The Annals of Statistics 2003
• Asymptotically efficient strategies for a stochastic scheduling problem with order constraints — The Annals of Statistics 2000