Reversible jump and the label switching problem in hidden Markov models

DOI10.1016/J.JSPI.2008.10.016MaRDI QIDQ1015879zbMATH OpenOpenAlexFDO

Authors L. Spezia

Publication date 30 April 2009

Published in Journal of Statistical Planning and Inference (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1016/j.jspi.2008.10.016

zbMATH Keywords

classificationclusteringidentifiabilityMarkov mixture modelstrans-dimensional MCMC

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40)

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Cites work

• A Bayesian Approach to DNA Sequence Segmentation
• Analysis of time series subject to changes in regime
• Bayesian estimation of hidden Markov chains: A stochastic implementation
• Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
• Calculating posterior distributions and modal estimates in Markov mixture models
• Dynamic linear models with Markov-switching
• Finite mixture and Markov switching models.
• Hidden Markov Models and Disease Mapping
• Hidden Markov Models for Speech Recognition
• scientific article; zbMATH DE number 1085980 (Why is no real title available?)
• scientific article; zbMATH DE number 846906 (Why is no real title available?)
• Inference in hidden Markov models.
• Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
• Practical Bayesian Density Estimation Using Mixtures of Normals
• Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers

Cited in

(13)

• Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
• Reversible jump Markov chain Monte Carlo methods and segmentation algorithms in hidden Markov models
• MAP segmentation in Bayesian hidden Markov models: a case study
• Bayesian variable selection in a finite mixture of linear mixed-effects models
• Bayesian variable selection in a class of mixture models for ordinal data: a comparative study
• Handling the label switching problem in latent class models via the ECR algorithm
• Forecasting with non-homogeneous hidden Markov models
• Forecasting with non-homogeneous hidden Markov models
• Bayesian hidden Markov modelling using circular‐linear general projected normal distribution
• An evolutionary Monte Carlo method for the analysis of turbidity high-frequency time series through Markov switching autoregressive models
• Can the hot hand phenomenon be modelled? A Bayesian hidden Markov approach
• A dynamic choice model to estimate the user cost of crowding with large-scale transit data
• Variable selection in finite mixture of regression models with an unknown number of components

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