Calculating posterior distributions and modal estimates in Markov mixture models (Q1126462)
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scientific article; zbMATH DE number 955386
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| English | Calculating posterior distributions and modal estimates in Markov mixture models |
scientific article; zbMATH DE number 955386 |
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Calculating posterior distributions and modal estimates in Markov mixture models (English)
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8 December 1996
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hidden Markov models
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Markov chain Monte Carlo
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Markov switching models
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multivariate normal mixture
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Poisson distribution
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stochastic EM algorithm
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finite mixture models
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Gibbs sampling
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data augmentation
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latent variables
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full Bayesian approach
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maximum likelihood estimate
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Poisson data
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mixtures of multivariate normal distributions
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autoregressive time series
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0.8199647665023804
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0.8098581433296204
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0.8037816286087036
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