Bayesian Variable Selection in Markov Mixture Models

DOI10.1080/03610910701459956zbMath1139.62015OpenAlexW2006654039MaRDI QIDQ5451113

Luigi Spezia, Roberta Paroli

Publication date: 18 March 2008

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610910701459956

zbMATH Keywords

autoregressive modelsstochastic search variable selectionGibbs variable selectionKuo-Mallick methodmetropolized-Kuo-Mallick method

Mathematics Subject Classification ID

Bayesian inference (62F15) Monte Carlo methods (65C05) Numerical analysis or methods applied to Markov chains (65C40)

Related Items (7)

Modelling species abundance in a river by negative binomial hidden Markov models ⋮ Variable length Markov chain with exogenous covariates ⋮ An efficient sampling algorithm with adaptations for Bayesian variable selection ⋮ Handling the Label Switching Problem in Latent Class Models Via the ECR Algorithm ⋮ Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method ⋮ Bayesian variable selection in a class of mixture models for ordinal data: a comparative study ⋮ Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables

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