Markov switching Dirichlet process mixture regression
DOI10.1214/09-BA430zbMATH Open1330.62141MaRDI QIDQ5962471FDOQ5962471
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
Recommendations
- Finite mixture and Markov switching models.
- A predictive study of Dirichlet process mixture models for curve fitting
- Markov-switching generalized additive models
- A Markov switching model with stochastic regimes with application to business cycle analysis
- Bayesian analysis of the stochastic switching regression model using Markov chain Monte Carlo methods
Markov chain Monte Carlohidden Markov modelDirichlet process priormultivariate normal mixturestock-recruitment relationship
Bayesian inference (62F15) Linear regression; mixed models (62J05) Generalized linear models (logistic models) (62J12) Applications of statistics to environmental and related topics (62P12)
Cited In (13)
- Dirichlet process hidden Markov multiple change-point model
- Bayesian Nonparametric Panel Markov-Switching GARCH Models
- Stick-breaking autoregressive processes
- Joint reconstruction and prediction\break of random dynamical systems under\break borrowing of strength
- Markov-switching model selection using Kullback-Leibler divergence
- Bayesian nonparametric sparse VAR models
- Reinforced urn processes for credit risk models
- Beta-product dependent Pitman-Yor processes for Bayesian inference
- Computational challenges and temporal dependence in Bayesian nonparametric models
- An application of Bayesian growth mixture modelling to estimate infection incidences from repeated serological tests
- A dynamic latent-space model for asset clustering
- Markov-switching models with unknown error distributions: identification and inference within the Bayesian framework
- Bayesian nonparametric density autoregression with lag selection
This page was built for publication: Markov switching Dirichlet process mixture regression
Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q5962471)
