Bayesian hidden Markov models for early warning

DOI10.1007/978-3-031-65723-8_9MaRDI QIDQ6914686zbMATH OpenFDO

Authors Francesco Bartolucci, Silvia Pandolfi

Publication date 16 October 2025

Full work available at URL https://doi.org/10.1007/978-3-031-65723-8_9

zbMATH Keywords

discrete latent variable modelsF-scoreforecastingMarkov chain Monte Carlo

Mathematics Subject Classification ID

Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Cites work

• Batch means and spectral variance estimators in Markov chain Monte Carlo
• Latent Markov models for longitudinal data
• Practical Bayesian model evaluation using leave-one-out cross-validation and WAIC
• Probabilistic machine learning. An introduction
• Rank-normalization, folding, and localization: an improved \(\widehat{R}\) for assessing convergence of MCMC (with Discussion)
• The Calculation of Posterior Distributions by Data Augmentation
• The spike-and-slab LASSO

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