EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective
From MaRDI portal
Publication:2634538
DOI10.1214/08-BA326zbMath1330.65023MaRDI QIDQ2634538
Publication date: 16 February 2016
Published in: Bayesian Analysis (Search for Journal in Brave)
Full work available at URL: https://projecteuclid.org/euclid.ba/1340370402
hidden Markov model; Markov chain Monte Carlo; incomplete data; missing data; EM; computational statistics; trans-dimensional Monte Carlo
62M05: Markov processes: estimation; hidden Markov models
65C05: Monte Carlo methods
65C40: Numerical analysis or methods applied to Markov chains
Related Items
Unnamed Item, Robust fitting of hidden Markov regression models under a longitudinal setting, Forecasting with non-homogeneous hidden Markov models, Forecasting with non-homogeneous hidden Markov models, Bayesian hierarchical mixture models for detecting non‐normal clusters applied to noisy genomic and environmental datasets, Bayesian hidden Markov modelling using circular‐linear general projected normal distribution, Divide-and-conquer Bayesian inference in hidden Markov models, Non-parametric Bayesian inference for continuous density hidden Markov mixture model, Hidden semi-Markov-switching quantile regression for time series, Modelling and understanding count processes through a Markov-modulated non-homogeneous Poisson process framework, Estimation of Viterbi path in Bayesian hidden Markov models, An expectation-maximization algorithm for blind separation of noisy mixtures using Gaussian mixture model, Mixed Hidden Markov Models for Longitudinal Data: An Overview, Recursions for the MMPP Score Vector and Observed Information Matrix, A continuous-index hidden Markov jump process for modeling DNA copy number data, A primer on coupled state-switching models for multiple interacting time series
