Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462): Difference between revisions
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Revision as of 18:21, 19 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calculating posterior distributions and modal estimates in Markov mixture models |
scientific article |
Statements
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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