Bayesian posterior mean estimates for Poisson hidden Markov models

DOI10.1016/J.CSDA.2008.11.012MaRDI QIDQ961217zbMATH OpenOpenAlexFDO

Authors Junko Murakami

Publication date 30 March 2010

Published in Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.csda.2008.11.012

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Bayesian Methods for Hidden Markov Models
• Calculating posterior distributions and modal estimates in Markov mixture models
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Covariant Derivatives of Infinite-Dimensional Fields
• Dealing With Label Switching in Mixture Models
• Hidden Markov processes
• scientific article; zbMATH DE number 3567782 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• Inference in hidden Markov models.
• The analysis of hospital infection data using hidden Markov models

Cited in

(7)

• Modelling species abundance in a river by negative binomial hidden Markov models
• Exact and computationally efficient Bayesian inference for generalized Markov modulated Poisson processes
• Applications of Poisson-hidden Markov model
• scientific article; zbMATH DE number 639858 (Why is no real title available?)
• Simulated annealing for maximum a posteriori parameter estimation of hidden Markov models
• About the posterior distribution in hidden Markov models with unknown number of states
• Hierarchical Bayesian modeling of marked non-homogeneous Poisson processes with finite mixtures and inclusion of covariate information

Describes a project that uses

Uses Software

• BayesDA

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