VARIATIONAL BAYESIAN ANALYSIS FOR HIDDEN MARKOV MODELS

DOI10.1111/J.1467-842X.2009.00543.XzbMath1337.62015OpenAlexW2157769062MaRDI QIDQ2810373

Clare A. McGrory, Michael D. Titterington

Publication date: 1 June 2016

Published in: Australian & New Zealand Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-842x.2009.00543.x

zbMATH Keywords

Bayesian analysishidden Markov modelvariational approximationdeviance information criterion (DIC)

Mathematics Subject Classification ID

Nonparametric regression and quantile regression (62G08) Bayesian problems; characterization of Bayes procedures (62C10) Markov processes: estimation; hidden Markov models (62M05)

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• Hidden Markov Models and Disease Mapping
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• Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Convergence properties of a general algorithm for calculating variational Bayesian estimates for a normal mixture model

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