Chu-Lan Michael Kao

Orcid: 0000-0001-8091-9946

According to our database¹, Chu-Lan Michael Kao authored at least 3 papers between 2021 and 2025.

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Timeline

Book In proceedings Article PhD thesis Dataset Other

2025

Determine the Number of States in Hidden Markov Models via Marginal Likelihood.

[DOI]

J. Mach. Learn. Res., 2025

2024

Kullback-Leibler Divergence and Akaike Information Criterion in General Hidden Markov Models.

[DOI]

IEEE Trans. Inf. Theory, August, 2024

2021

Credit Risk Propagation in Structural-Form Models.

[DOI]

SIAM J. Financial Math., 2021