Non-parametric Bayesian inference for continuous density hidden Markov mixture model
DOI10.1016/J.STAMET.2016.10.003zbMATH Open1487.62099OpenAlexW2551914057MaRDI QIDQ670194FDOQ670194
Authors: Najmeh Bathaee, Hamid Sheikhzadeh 
Publication date: 18 March 2019
Published in: Statistical Methodology (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.stamet.2016.10.003
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Cites Work
- Bayesian Density Estimation and Inference Using Mixtures
- Pattern recognition and machine learning.
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- Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
- A sticky HDP-HMM with application to speaker diarization
- Exact and approximate sum representations for the Dirichlet process
- Gibbs Sampling Methods for Stick-Breaking Priors
- Bayesian Methods for Hidden Markov Models
- Bayesian estimation of hidden Markov chains: A stochastic implementation
- Music Analysis Using Hidden Markov Mixture Models
- EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective
- Convergence controls for MCMC algorithms, with applications to hidden markov chains
- A Dirichlet process mixture of hidden Markov models for protein structure prediction
Cited In (5)
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