Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
From MaRDI portal
Recommendations
- Markov chain Monte Carlo methods for switching diffusion models
- Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
- Mixture estimation with state-space components and Markov model of switching
- A Monte Carlo Markov chain algorithm for a class of mixture time series models
- Bayesian analysis of the stochastic switching regression model using Markov chain Monte Carlo methods
- Parameter estimation in continuous time Markov switching models: a semi-continuous Markov chain Monte Carlo approach
- On the use of Markov chain Monte Carlo methods for the sampling of mixture models: a statistical perspective
Cited in
(only showing first 100 items - show all)- Bayesian testing for non-linearity in volatility modeling
- Reversible jump and the label switching problem in hidden Markov models
- Interpretation and inference in mixture models: simple MCMC works
- Multivariate mixed normal conditional heteroskedasticity
- Model-based clustering for longitudinal data
- Bayesian inference in non-homogeneous Markov mixtures of periodic autoregressions with state-dependent exogenous variables
- Bayesian density estimation using skew Student-\(t\)-normal mixtures
- Bayesian multiple comparisons of simply ordered means using priors with a point mass
- An MCMC approach to classical estimation.
- Quantifying uncertainty in transdimensional Markov chain Monte Carlo using discrete Markov models
- Semiparametric mixtures of regressions with single-index for model based clustering
- Semiparametric mixtures of nonparametric regressions
- Modelling species abundance in a river by negative binomial hidden Markov models
- Regime switches in the dependence structure of multidimensional financial data
- On the use of marginal posteriors in marginal likelihood estimation via importance sampling
- The robust EM-type algorithms for log-concave mixtures of regression models
- Income inequality decomposition using a finite mixture of log-normal distributions: a Bayesian approach
- A Bayesian data combination approach for repeated durations under unobserved missing indicators: application to interpurchase-timing in marketing
- Bayesian analysis for mixture of latent variable hidden Markov models with multivariate longitudinal data
- Conjugate and conditional conjugate Bayesian analysis of discrete graphical models of marginal independence
- Fuzzy weighted c-harmonic regressions clustering algorithm
- Adaptive radial-based direction sampling: some flexible and robust Monte Carlo integration methods
- Bayesian inference and state number determination for hidden Markov models: an application to the information content of the yield curve about inflation
- Bayesian estimation of generalized hyperbolic skewed student GARCH models
- A comparative study of Monte Carlo methods for efficient evaluation of marginal likelihood
- Long memory and nonlinearities in realized volatility: a Markov switching approach
- Measuring and predicting heterogeneous recessions
- Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
- Varying-coefficient hidden Markov models with zero-effect regions
- Markov switching panel with endogenous synchronization effects
- Identification of business cycles and the Great Moderation in the post-war U.S. economy
- Anchored Bayesian Gaussian mixture models
- Estimating marginal likelihoods from the posterior draws through a geometric identity
- Modeling price response from retail sales: an empirical comparison of models with different representations of heterogeneity
- Bayesian approach for mixture models with grouped data
- Evolutionary preference/utility functions: a dynamic perspective
- Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models
- A mixture of generalized latent variable models for mixed mode and heterogeneous data
- Semiparametric bivariate modelling with flexible extremal dependence
- Bayesian shrinkage in mixture-of-experts models: identifying robust determinants of class membership
- Bayesian cylindrical data modeling using Abe-Ley mixtures
- Consistent estimation of the spectrum of trace class data augmentation algorithms
- Keeping the balance -- bridge sampling for marginal likelihood estimation in finite mixture, mixture of experts and Markov mixture models
- A comparison of semiparametric and heterogeneous store sales models for optimal category pricing
- Finite mixture biclustering of discrete type multivariate data
- Finite mixture of varying coefficient model: estimation and component selection
- Using informative priors in the estimation of mixtures over time with application to aerosol particle size distributions
- On fast supervised learning for normal mixture models with missing information
- Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
- Finite mixture and Markov switching models.
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- Regime-switching cointegration
- Markov-switching quantile autoregression: a Gibbs sampling approach
- A flexible prior distribution for Markov switching autoregressions with Student-\(t\) errors
- Markov chain Monte Carlo methods for switching diffusion models
- Markov-switching model selection using Kullback-Leibler divergence
- Mixture models with an unknown number of components via a new posterior split-merge MCMC algorithm
- Reversible jump Markov chain Monte Carlo methods and segmentation algorithms in hidden Markov models
- Estimation of the mixtures of GLMs with covariate-dependent mixing proportions
- Nonparametric Mixture of Regression Models
- Bayesian Mixture Labeling and Clustering
- A switching Markov chain Monte Carlo method for statistical identifiability of nonlinear pharmacokinetics models
- Clustering gene expression data using a posterior split-merge-birth procedure
- Efficient estimation and particle filter for max-stable processes
- Methods for inference in large multiple-equation Markov-switching models
- Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
- Local modal regression
- Estimating marginal likelihoods for mixture and Markov switching models using bridge sampling techniques*
- Bayesian inference for finite mixtures of univariate and multivariate skew-normal and skew-t distributions
- Weakly Informative Reparameterizations for Location-Scale Mixtures
- AN EXCLUSIVE REGRESSORS BINARY MIXTURE MODEL WITH AN APPLICATION TO LABOUR SUPPLY
- Periodic Markov switching autoregressive models for Bayesian analysis and forecasting of air pollution
- On the convergence rate of random permutation sampler and ECR algorithm in missing data models
- Bayesian estimation of a Markov-switching threshold asymmetric GARCH model with Student-t innovations
- Endogeneity of store attributes in heterogeneous store-level sales response models
- Improving the convergence properties of the data augmentation algorithm with an application to Bayesian mixture modeling
- A criterion-based model comparison statistic for structural equation models with heterogeneous data
- Modelling Spatially Correlated Data via Mixtures: A Bayesian Approach
- Mixture of regression models with varying mixing proportions: a semiparametric approach
- A simple solution to Bayesian mixture labeling
- \(K\)-state switching models with time-varying transition distributions -- Does loan growth signal stronger effects of variables on inflation?
- Bayesian analysis of latent Markov models with non-ignorable missing data
- An MCMC computational approach for a continuous time state-dependent regime switching diffusion process
- Explaining trends in body mass index using demographic counterfactuals
- MCMC for Markov-switching models -- Gibbs sampling vs. marginalized likelihood
- Dirichlet process mixture models for unsupervised clustering of symptoms in Parkinson's disease
- Robust clustering with subpopulation-specific deviations
- Partitioning gene expression data by data-driven Markov chain Monte Carlo
- Importance sampling schemes for evidence approximation in mixture models
- An online Bayesian mixture labelling method by minimizing deviance of classification probabilities to reference labels
- Gaussian mixture analysis of covariance
- Mixtures of linear regression with measurement errors
- A class of adaptive importance sampling weighted EM algorithms for efficient and robust posterior and predictive simulation
- A Bayesian analysis of payday loans and their regulation
- Bayesian Clustering of Many Garch Models
- Hidden Markov latent variable models with multivariate longitudinal data
- Inference and Model Choice for Sequentially Ordered Hidden Markov Models
- Neural Network Models for Conditional Distribution Under Bayesian Analysis
- Bayesian Variable Selection in Markov Mixture Models
- Bayesian analysis of switching ARCH models
This page was built for publication: Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q4808074)
