Reversible jump and the label switching problem in hidden Markov models

DOI10.1016/j.jspi.2008.10.016zbMath1160.62026OpenAlexW2065522066MaRDI QIDQ1015879

Luigi 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

classificationclusteringidentifiabilitytrans-dimensional MCMCMarkov mixture models

Mathematics Subject Classification ID

Related Items (9)

Variable selection in finite mixture of regression models with an unknown number of components ⋮ MAP segmentation in Bayesian hidden Markov models: a case study ⋮ Bayesian variable selection in a finite mixture of linear mixed-effects models ⋮ Bayesian hidden Markov modelling using circular‐linear general projected normal distribution ⋮ Handling the Label Switching Problem in Latent Class Models Via the ECR Algorithm ⋮ Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method ⋮ Forecasting with non-homogeneous hidden Markov models ⋮ Bayesian variable selection in a class of mixture models for ordinal data: a comparative study ⋮ Forecasting with non-homogeneous hidden Markov models

Cites Work

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• Hidden Markov Models and Disease Mapping
• Reversible Jump, Birth-and-Death and More General Continuous Time Markov Chain Monte Carlo Samplers
• Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
• Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
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