Quasi-hidden Markov model and its applications in change-point problems

DOI10.1080/00949655.2015.1035270OpenAlexW2346520868MaRDI QIDQ5222477FDOQ5222477

Authors: Zhengxiao Wu 

Publication date: 1 April 2020

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

Full work available at URL: https://doi.org/10.1080/00949655.2015.1035270

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zbMATH Keywords

dynamic programminghidden Markov modelchange-point problemlong memoryquasi-hidden Markov model

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
• A Cluster Analysis Method for Grouping Means in the Analysis of Variance
• Estimation and comparison of multiple change-point models
• Title not available (Why is that?)
• Title not available (Why is that?)
• Optimal detection of changepoints with a linear computational cost
• On-Line Inference for Multiple Changepoint Problems
• Title not available (Why is that?)
• Hidden Markov models approach to the analysis of array CGH data
• A Bayesian Analysis for Change Point Problems
• Inference about the change-point in a sequence of random variables
• Confidence regions and tests for a change-point in a sequence of exponential family random variables
• Estimation of a noisy discrete-time step function: Bayes and empirical Bayes approaches
• Asymptotic inference for a change-point Poisson process
• A log-linear model for a Poisson process change point
• Title not available (Why is that?)
• Likelihood‐Ratio Tests for Hidden Markov Models
• Continuous-time estimation of A change-point in a poisson process
• Hidden Markov model likelihoods and their derivatives behave like i. i. d. ones. (La vraisemblance des chaînes de Markov cachées se comporte comme celle des variables i. i. d.)
• Approximate simulation-free Bayesian inference for multiple changepoint models with dependence within segments

Uses Software

• GASP

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