Bayesian hidden Markov modelling using circular‐linear general projected normal distribution
From MaRDI portal
Publication:6139133
DOI10.1002/env.2326zbMath1525.62178arXiv1408.4834OpenAlexW3124923250WikidataQ57014367 ScholiaQ57014367MaRDI QIDQ6139133
Gianluca Mastrantonio, Antonello Maruotti, Giovanna Jona Lasinio
Publication date: 18 December 2023
Published in: Environmetrics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1408.4834
Markov chain Monte Carlohidden Markov modelsdirectional datamultivariate time seriesprojected normal distributionwind data
Related Items
Modeling animal movement with directional persistence and attractive points, Spatio-temporal circular models with non-separable covariance structure
Cites Work
- Unnamed Item
- Unnamed Item
- Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
- Spatial analysis of wave direction data using wrapped Gaussian processes
- A multivariate hidden Markov model for the identification of sea regimes from incomplete skewed and circular time series
- Selecting hidden Markov model state number with cross-validated likelihood
- Reversible jump and the label switching problem in hidden Markov models
- Directional data analysis under the general projected normal distribution
- Inference in hidden Markov models.
- Markov chain Monte Carlo methods and the label switching problem in Bayesian mixture modeling
- Finite mixture and Markov switching models.
- Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates
- EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective
- Topics in Circular Statistics
- Mixed Hidden Markov Models for Longitudinal Data: An Overview
- Parameter Estimation for Hidden Markov Models with Intractable Likelihoods
- Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
- A note on the mixture transition distribution and hidden Markov models
- Joint spatio-temporal analysis of a linear and a directional variable: space-time modeling of wave heights and wave directions in the Adriatic Sea
- Hierarchical Dirichlet Processes
- Some Angular-Linear Distributions and Related Regression Models
- Particle Markov Chain Monte Carlo Methods
- Modeling Space and Space-Time Directional Data Using Projected Gaussian Processes
- Model-based clustering of multivariate skew data with circular components and missing values
- A Multivariate Extension of the Dynamic Logit Model for Longitudinal Data Based on a Latent Markov Heterogeneity Structure
- Strictly Proper Scoring Rules, Prediction, and Estimation
- Hidden Markov Models for Time Series
