Bayesian nonhomogeneous Markov models via Pólya-Gamma data augmentation with applications to rainfall modeling (Q2628551)
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English | Bayesian nonhomogeneous Markov models via Pólya-Gamma data augmentation with applications to rainfall modeling |
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Bayesian nonhomogeneous Markov models via Pólya-Gamma data augmentation with applications to rainfall modeling (English)
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2 June 2017
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nonhomogenous hidden Markov model
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multivariate time series
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Pólya-Gamma latent variables
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probit and logit link
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