Markov switching Dirichlet process mixture regression

DOI10.1214/09-BA430zbMath1330.62141MaRDI QIDQ5962471

Matthew A. Taddy, Athanasios Kottas

Publication date: 12 February 2016

Published in: Bayesian Analysis (Search for Journal in Brave)

Full work available at URL: https://projecteuclid.org/euclid.ba/1340369825

zbMATH Keywords

hidden Markov modelMarkov chain Monte CarloDirichlet process priormultivariate normal mixturestock-recruitment relationship

Mathematics Subject Classification ID

Linear regression; mixed models (62J05) Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Generalized linear models (logistic models) (62J12)

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