Hierarchical Bayesian Approach to a Multi-Site Hidden Markov Model
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Cites work
- A Bayesian Formulation of Exploratory Data Analysis and Goodness‐of‐fit Testing*
- A Non-Homogeneous Hidden Markov Model for Precipitation Occurrence
- Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
- Bayesian estimation of hidden Markov chains: A stochastic implementation
- Calculating posterior distributions and modal estimates in Markov mixture models
- scientific article; zbMATH DE number 2020395 (Why is no real title available?)
- Reversible jump Markov chain Monte Carlo methods and segmentation algorithms in hidden Markov models
- Statistical analysis of finite mixture distributions
- Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
Cited in
(7)- Hidden Markov models for multivariate functional data
- A novel hierarchical Bayesian HMM for multi-dimensional discrete data
- An enhanced absorbing Markov chain model for predicting TAIEX index futures
- A Bayesian HMM with random effects and an unknown number of states for DNA copy number analysis
- Information analysis of local suppression scheme based on a spatial-temporal model
- Nonparametric Bayesian analysis for multi-site hidden Markov model
- A hidden Markov model with dependence jumps for predictive modeling of multidimensional time-series
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