Bayesian estimation of hidden Markov chains: A stochastic implementation
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Cites work
- Asymptotic Behavior of the Gibbs Sampler
- Baum's forward-backward algorithm revisited
- Estimation of parameters in hidden Markov models
- Hidden Markov Models for Speech Recognition
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- Parameter estimation for hidden Gibbs chains
- Some recent research in the analysis of mixture distributions
- Statistical analysis of finite mixture distributions
- Stochastic models for heterogeneous DNA sequences
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
- The Calculation of Posterior Distributions by Data Augmentation
- Tools for statistical inference. Observed data and data augmentation methods
Cited in
(29)- Reversible jump and the label switching problem in hidden Markov models
- Parameter estimation for hidden Markov chains
- Detecting and modeling changes in a time series of proportions
- Recursive estimation of multivariate hidden Markov model parameters
- Bayesian hidden Markov models for dependent large-scale multiple testing
- Estimation in hidden Markov models via efficient importance sampling
- Sequential Bayesian inference for implicit hidden Markov models and current limitations
- Reversible jump Markov chain Monte Carlo methods and segmentation algorithms in hidden Markov models
- Can CDS indexes signal future turmoils in the stock market? A Markov switching perspective
- A Bayesian Approach to DNA Sequence Segmentation
- A novel hierarchical Bayesian HMM for multi-dimensional discrete data
- Network reliability assessment in a random environment
- Marginal maximum a posteriori estimation using Markov chain Monte Carlo
- A simple hidden markov model for bayesian modeling with time dependent data
- Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
- Convergence controls for MCMC algorithms, with applications to hidden markov chains
- Bayesian hidden Markov models in DNA sequence segmentation using R: the case of Simian Vacuolating virus (SV40)
- Hidden Markov model in multiple testing on dependent count data
- Handling the label switching problem in latent class models via the ECR algorithm
- Hierarchical Bayesian Approach to a Multi-Site Hidden Markov Model
- Bayesian analysis of the stochastic switching regression model using Markov chain Monte Carlo methods
- Covariate-modulated large-scale multiple testing under dependence
- Selecting hidden Markov model state number with cross-validated likelihood
- A new algorithm for inference in HMM's with lower span complexity
- A comparison between marginal likelihood and data augmented MCMC algorithms for Gaussian hidden Markov models
- Non-parametric Bayesian inference for continuous density hidden Markov mixture model
- Bayesian Monte Carlo estimation for profile hidden Markov models
- Parameter estimation in a model for misclassified Markov data -- a Bayesian approach
- Semi-parametric dynamic time series modelling with applications to detecting neural dynamics
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