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Posterior Regimes and Latent Deception: Variational Bayesian Inference in Hidden Markov Models for Sequential Fraud Detection in Financial Transactions
We present a three-tier progression of Hidden Markov Models: maximum-likelihood (Baum-Welch), variational Bayesian (VBEM), and a neural variational extension (Neural VBEM), that model each customer's transaction history as a trajectory through a small number of latent behavioural regimes, one of whi
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