Selecting dynamic graphical models with hidden variables from data

DOI10.1007/S001800100058MaRDI QIDQ1861598zbMATH OpenOpenAlexFDO

Authors Beatriz Lacruz, Pilar Lasala, Alberto Lekuona

Publication date 9 March 2003

Published in Computational Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1007/s001800100058

zbMATH Keywords

covariateshidden Markov chain model

Mathematics Subject Classification ID

Bayesian inference (62F15) Numerical analysis or methods applied to Markov chains (65C40) Graphical methods in statistics (62A09)

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Cited in

(5)

• Graphical dynamic linear models: Specification, use and graphical transformations
• Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method
• Dynamic matrix-variate graphical models
• Constraint-based inference algorithms for structural models with latent confounders -- empirical application and simulation
• Dynamic graphical models and nonhomogeneous hidden Markov models.

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