Structured priors for sparse probability vectors with application to model selection in Markov chains
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Publication:2329821
DOI10.1007/s11222-019-09856-2zbMath1430.62194OpenAlexW2912693612MaRDI QIDQ2329821
Stephan Munch, Athanasios Kottas, Matthew Heiner
Publication date: 18 October 2019
Published in: Statistics and Computing (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s11222-019-09856-2
nonlinear dynamicssparsity priortime-series datageneralized Dirichlet distributionstick-breaking constructionmixture transition distribution
Time series, auto-correlation, regression, etc. in statistics (GARCH) (62M10) Applications of statistics to environmental and related topics (62P12)
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