Climate regime shift detection with a trans‐dimensional, sequential Monte Carlo, variational Bayes method
DOI10.1111/ANZS.12265zbMATH Open1462.62703OpenAlexW2955005707MaRDI QIDQ5229966FDOQ5229966
Authors: C. A. McGrory, Daniel Ahfock, Ricardo T. Lemos 
Publication date: 19 August 2019
Published in: Australian <html_ent glyph="@amp;" ascii="&"/> New Zealand Journal of Statistics (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1111/anzs.12265
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Cites Work
- Sequential Monte Carlo Methods in Practice
- Finite mixture and Markov switching models.
- Variational approximations in Bayesian model selection for finite mixture distributions
- A sequential particle filter method for static models
- A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
- Variational Bayesian analysis for hidden Markov models
- Importance sampling as a variational approximation
- Transdimensional sequential Monte Carlo using variational Bayes -- SMCVB
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