Modelling covariance matrices by the trigonometric separation strategy with application to hidden Markov models

DOI10.1007/S11749-018-0580-8zbMATH Open1428.62304OpenAlexW2795045171WikidataQ130047593 ScholiaQ130047593MaRDI QIDQ2273159FDOQ2273159

Authors: L. Spezia 

Publication date: 18 September 2019

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s11749-018-0580-8

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zbMATH Keywords

multivariate normal distributionimage segmentationCholesky decompositionPeano-Hilbert curveinduced priorsmulti-colour satellite images

Mathematics Subject Classification ID

Multivariate distribution of statistics (62H10) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics in engineering and industry; control charts (62P30) Image analysis in multivariate analysis (62H35)

Cites Work

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• Modeling covariance matrices via partial autocorrelations
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• Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
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Cited In (2)

• Bayesian prior modeling in vector autoregressions via the Yule-Walker equations
• Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method

Uses Software

• R

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