Bayesian multiple testing for dependent data and hidden Markov models

This course will mainly focus on two recently submitted papers:

• Multiple testing in non parametric hidden Markov models: an empirical Bayes approach (K. Abraham, I. Castillo, E. Gassiat, avalaible here);
• Fundamental limits for learning hidden Markov model parameters (K. Abraham, E. Gassiat, Z. Naulet, available here);