Perfect posterior simulation for mixture and hidden Markov models

DOI10.1112/S1461157007000022MaRDI QIDQ3092000zbMATH OpenFDO

Authors Kasper K. Berthelsen, Laird Breyer, Gareth O. Roberts

Publication date 15 September 2011

Published in LMS Journal of Computation and Mathematics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1112/S1461157007000022

zbMATH Keywords

Bayesian inferencecoupling from the pastgeneral mixture problemhidden Markov model

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

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Cited in

(6)

• Catalytic perfect simulation
• Posterior consistency for partially observed Markov models
• Perfect simulation for mixtures with known and unknown number of components
• Perfect Samplers for Mixtures of Distributions
• Posterior Simulation in Countable Mixture Models for Large Datasets
• Posterior analysis of latent competing risk models by parallel tempering

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