Maximum likelihood estimation of bivariate circular hidden Markov models from incomplete data

DOI10.1080/00949655.2012.656642MaRDI QIDQ5218862zbMATH OpenOpenAlexWikidataFDO

Authors Francesco Lagona, Marco Picone

Publication date 6 March 2020

Published in Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL https://doi.org/10.1080/00949655.2012.656642

zbMATH Keywords

bivariate circular databivariate von MisesEM algorithmhidden Markov modelimportance samplingmissing valuesmixturessine model

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Markov processes: estimation; hidden Markov models (62M05)

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Cites work

• A multivariate von mises distribution with applications to bioinformatics
• Choosing starting values for the EM algorithm for getting the highest likelihood in multivariate Gaussian mixture models
• Dependent models for observations which include angular ones
• Finite mixture models
• scientific article; zbMATH DE number 2140075 (Why is no real title available?)
• Model-based clustering of multivariate skew data with circular components and missing values
• Probabilistic model for two dependent circular variables
• Protein Bioinformatics and Mixtures of Bivariate von Mises Distributions for Angular Data

Cited in

(11)

• Copula-based segmentation of cylindrical time series
• A copula-based hidden Markov model for toroidal time series
• Recent advances in directional statistics
• Model-based clustering of multivariate skew data with circular components and missing values
• Model-based segmentation of spatial cylindrical data
• Hidden Markov model for discrete circular-linear wind data time series
• How to test the missing data mechanism in a hidden Markov model
• A hidden Markov model for the analysis of cylindrical time series
• A circular nonhomogeneous hidden Markov field for the spatial segmentation of wildfire occurrences
• Model-based clustering for noisy longitudinal circular data, with application to animal movement
• Latent time-varying factors in longitudinal analysis: a linear mixed hidden Markov model for heart rates

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