Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462): Difference between revisions

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Latest revision as of 15:13, 24 May 2024

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Calculating posterior distributions and modal estimates in Markov mixture models
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    Calculating posterior distributions and modal estimates in Markov mixture models (English)
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    8 December 1996
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    hidden Markov models
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    Markov chain Monte Carlo
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    Markov switching models
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    multivariate normal mixture
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    Poisson distribution
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    stochastic EM algorithm
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    finite mixture models
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    Gibbs sampling
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    data augmentation
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    latent variables
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    full Bayesian approach
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    maximum likelihood estimate
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    Poisson data
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    mixtures of multivariate normal distributions
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    autoregressive time series
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