Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data

DOI10.48550/arXiv.2107.04330zbMath1490.62027arXiv2107.04330MaRDI QIDQ118176

Antonio Punzo, Salvatore D. Tomarchio, Antonello Maruotti, Antonio Punzo, Antonello Maruotti, Salvatore D. Tomarchio

Publication date: 9 July 2021

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/2107.04330

zbMATH Keywords

clustering; hidden Markov models; parsimonious models; matrix-variate

Mathematics Subject Classification ID

62-08: Computational methods for problems pertaining to statistics

62H12: Estimation in multivariate analysis

62H30: Classification and discrimination; cluster analysis (statistical aspects)

62M05: Markov processes: estimation; hidden Markov models

Related Items

FourWayHMM

Uses Software

• R
• nparLD
• cntclust
• FourWayHMM

Cites Work

• Unnamed Item
• Unnamed Item
• Unnamed Item
• Estimating common principal components in high dimensions
• On matrix-variate regression analysis
• Finite mixtures of matrix normal distributions for classifying three-way data
• A spatial analysis on Italian unemployment differences
• Quantile regression for longitudinal data based on latent Markov subject-specific parameters
• Hidden semi-Markov-switching quantile regression for time series
• Two new matrix-variate distributions with application in model-based clustering
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• The relative neighbourhood graph of a finite planar set
• Estimating the dimension of a model
• Dynamic mixtures of factor analyzers to characterize multivariate air pollutant exposures
• Three skewed matrix variate distributions
• On parsimonious models for modeling matrix data
• Unconstrained representation of orthogonal matrices with application to common principal components
• Matrix normal cluster-weighted models
• Studying crime trends in the USA over the years 2000--2012
• Finite mixture and Markov switching models.
• Model based clustering for three-way data structures
• Robust model-based clustering with mild and gross outliers
• Dimension reduction for longitudinal multivariate data by optimizing class separation of projected latent Markov models
• Mixed Hidden Markov Models for Longitudinal Data: An Overview
• Latent Markov Models for Longitudinal Data
• Maximum likelihood estimation via the ECM algorithm: A general framework
• Biological Sequence Analysis
• The multivariate tail-inflated normal distribution and its application in finance
• Mixtures of Matrix-Variate Contaminated Normal Distributions
• Multilevel Matrix-Variate Analysis and its Application to Accelerometry-Measured Physical Activity in Clinical Populations
• Mixed Hidden Markov Models
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Closed Likelihood Ratio Testing Procedures to Assess Similarity of Covariance Matrices
• Hidden Markov Models for Time Series
• Nonparametric methods in factorial designs