Calculating posterior distributions and modal estimates in Markov mixture models
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Markov chain Monte Carlodata augmentationPoisson distributionlatent variablesstochastic EM algorithmfinite mixture modelshidden Markov modelsGibbs samplingautoregressive time seriesmaximum likelihood estimateMarkov switching modelsmultivariate normal mixturefull Bayesian approachmixtures of multivariate normal distributionsPoisson data
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(only showing first 100 items - show all)- A Dirichlet process mixture of hidden Markov models for protein structure prediction
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- Bayesian posterior mean estimates for Poisson hidden Markov models
- Parameter estimation in a model for misclassified Markov data -- a Bayesian approach
- Detecting log-periodicity in a regime-switching model of stock returns
- Efficient Bayesian Inference for Dynamic Mixture Models
- Asymmetric volatility models with structural breaks
- Reversible jump and the label switching problem in hidden Markov models
- Efficient Bayesian analysis of multiple changepoint models with dependence across segments
- A monetary real-time conditional forecast of euro area inflation
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- Dealing with multiple local modalities in latent class profile analysis
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- Handling the label switching problem in latent class models via the ECR algorithm
- Bayesian inference and prediction of a multiple-change-point panel model with nonparametric priors
- Exact inference for a class of hidden Markov models on general state spaces
- Posterior Simulation in Countable Mixture Models for Large Datasets
- Time reversibility of stationary regular finite-state Markov chains
- A Bayesian Change-Point Analysis for Software Reliability Models
- Bayesian analysis of switching ARCH models
- Finite mixture and Markov switching models.
- Forecasting with non-homogeneous hidden Markov models
- Nonstationarities and Markov switching models
- Hybrid SV-GARCH, \(t\)-GARCH and Markov-switching covariance structures in VEC models -- which is better from a predictive perspective?
- Modeling U.S. inflation dynamics: a Bayesian nonparametric approach
- Detection of bursts in extracellular spike trains using hidden semi-Markov point process models
- Confronting model misspecification in macroeconomics
- Semiparametric multivariate and multiple change-point modeling
- Long memory and nonlinearities in realized volatility: a Markov switching approach
- A sparse matrix approach to Bayesian computation in large linear models
- A comparison between marginal likelihood and data augmented MCMC algorithms for Gaussian hidden Markov models
- The future of branch cash holdings management is here: new Markov chains
- Bayesian approach for mixture models with grouped data
- Bayesian Analysis of Discrete Survival Data with a Hidden Markov Chain
- Markov switch smooth transition HYGARCH model: stability and estimation
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- A generalized mixture model applied to diabetes incidence data
- Bayesian estimation of an extended local scale stochastic volatility model
- Bayesian semiparametric modeling of realized covariance matrices
- Water flow probabilistic predictions based on a rainfall-runoff simulator: a two-regime model with variable selection
- Variational Bayesian analysis for hidden Markov models
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- The marginal likelihood of dynamic mixture models
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- A fully Bayesian mixture model approach for identifying noncompliance in a regulatory tobacco clinical trial
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- NHPP models with Markov switching for software reliability
- A Bayesian Approach to DNA Sequence Segmentation
- Methods for measuring expectations and uncertainty in Markov-switching models
- Computational and Inferential Difficulties with Mixture Posterior Distributions
- Efficient MCMC sampling in dynamic mixture models
- On marginal likelihood computation in change-point models
- Markov and semi-Markov switching linear mixed models used to identify forest tree growth components
- Stochastic model specification in Markov switching vector error correction models
- Forecasting the risk of cryptocurrencies: comparison and combination of GARCH and stochastic volatility models
- Classification in segmented regression problems
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- A new approach to model regime switching
- Mixtures of spatial and unstructured effects for spatially discontinuous health outcomes
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- OLS estimation of Markov switching VAR models: asymptotics and application to energy use
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- Methods for inference in large multiple-equation Markov-switching models
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- Origins of monetary policy shifts: a new approach to regime switching in DSGE models
- Stationarity of multivariate Markov-switching ARMA models
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