Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo meth...
Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method
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Publisher
Oxford, UK and Boston, USA: Blackwell Publishers Ltd
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Language
English
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Publisher
Oxford, UK and Boston, USA: Blackwell Publishers Ltd
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Scope and Contents
Contents
Hidden Markov models form an extension of mixture models which provides a flexible class of models exhibiting dependence and a possibly large degree of variability. We show how reversible jump Markov chain Monte Carlo techniques can be used to estimate the parameters as well as the number of components of a hidden Markov model in a Bayesian framewo...
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Full title
Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method
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TN_cdi_proquest_miscellaneous_38837288
Permalink
https://devfeature-collection.sl.nsw.gov.au/record/TN_cdi_proquest_miscellaneous_38837288
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ISSN
1369-7412
E-ISSN
1467-9868
DOI
10.1111/1467-9868.00219
