Parallel sequential Monte Carlo samplers and estimation of the number of states in a hidden Markov model (Q457266): Difference between revisions

@@ Property / author @@
-Adam M. Johansen
@@ Property / author: Adam M. Johansen / rank @@
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@@ Property / author @@
+Adam M. Johansen
@@ Property / author: Adam M. Johansen / rank @@
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+M05
@@ Property / Mathematics Subject Classification ID: 62M05 / rank @@
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@@ Property / Mathematics Subject Classification ID @@
+J22
@@ Property / Mathematics Subject Classification ID: 60J22 / rank @@
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+6348510
@@ Property / zbMATH DE Number: 6348510 / rank @@
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@@ Property / zbMATH Keywords @@
+hidden Markov models
@@ Property / zbMATH Keywords: hidden Markov models / rank @@
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@@ Property / zbMATH Keywords @@
+model selection
@@ Property / zbMATH Keywords: model selection / rank @@
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@@ Property / zbMATH Keywords @@
+sequential Monte Carlo
@@ Property / zbMATH Keywords: sequential Monte Carlo / rank @@
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+RJaCGH
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+Matlab
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+https://doi.org/10.1007/s10463-014-0450-4
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+W1982054212
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@@ Property / cites work @@
+Implied distributions in multiple change point problems
+Normal rank
@@ Property / cites work @@
+A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
+Normal rank
@@ Property / cites work @@
+On the convergence of adaptive sequential Monte Carlo methods
+Normal rank
@@ Property / cites work @@
+Inference in hidden Markov models.
@@ Property / cites work: Inference in hidden Markov models. / rank @@
+Normal rank
@@ Property / cites work @@
+Computational and Inferential Difficulties with Mixture Posterior Distributions
+Normal rank
@@ Property / cites work @@
+Estimation and comparison of multiple change-point models
+Normal rank
@@ Property / cites work @@
+Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
+Normal rank
@@ Property / cites work @@
+Inference and Model Choice for Sequentially Ordered Hidden Markov Models
+Normal rank
@@ Property / cites work @@
+Q4819702
@@ Property / cites work: Q4819702 / rank @@
+Normal rank
@@ Property / cites work @@
+Sequential Monte Carlo Samplers
@@ Property / cites work: Sequential Monte Carlo Samplers / rank @@
+Normal rank
@@ Property / cites work @@
+Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
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+A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
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+Information criteria and statistical modeling.
@@ Property / cites work: Information criteria and statistical modeling. / rank @@
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@@ Property / cites work @@
+Q4864761
@@ Property / cites work: Q4864761 / rank @@
+Normal rank
@@ Property / cites work @@
+Estimating the order of a hidden markov model
@@ Property / cites work: Estimating the order of a hidden markov model / rank @@
+Normal rank
@@ Property / cites work @@
+Quantifying the uncertainty in change points
@@ Property / cites work: Quantifying the uncertainty in change points / rank @@
+Normal rank
@@ Property / cites work @@
+Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
+Normal rank
@@ Property / cites work @@
+Bayesian Methods for Hidden Markov Models
@@ Property / cites work: Bayesian Methods for Hidden Markov Models / rank @@
+Normal rank
@@ Property / cites work @@
+Error bounds for convolutional codes and an asymptotically optimum decoding algorithm
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:457266