Non-parametric Bayesian inference for continuous density hidden Markov mixture model

DOI10.1016/J.STAMET.2016.10.003MaRDI QIDQ670194zbMATH OpenOpenAlexFDO

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

zbMATH Keywords

Dirichlet process mixture modelcontinuous density HMM mixture modelnonparametric Bayesian modellingtridiagonal covariance

Mathematics Subject Classification ID

Bayesian inference (62F15) Density estimation (62G07) Markov processes: estimation; hidden Markov models (62M05) Random measures (60G57)

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Cites work

• A Dirichlet process mixture of hidden Markov models for protein structure prediction
• A sticky HDP-HMM with application to speaker diarization
• Bayesian Density Estimation and Inference Using Mixtures
• Bayesian Methods for Hidden Markov Models
• Bayesian estimation of hidden Markov chains: A stochastic implementation
• Calculating posterior distributions and modal estimates in Markov mixture models
• Convergence controls for MCMC algorithms, with applications to hidden markov chains
• EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective
• Exact and approximate sum representations for the Dirichlet process
• Gibbs Sampling Methods for Stick-Breaking Priors
• Mixtures of Dirichlet processes with applications to Bayesian nonparametric problems
• Music Analysis Using Hidden Markov Mixture Models
• Pattern recognition and machine learning.

Cited in

(5)

• Nonparametric density estimation in hidden Markov models
• Hidden Markov models with mixtures as emission distributions
• A sticky HDP-HMM with application to speaker diarization
• scientific article; zbMATH DE number 6276249 (Why is no real title available?)
• Bayesian analysis of non-homogeneous hidden Markov models

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Uses Software

• PRMLT
• BayesDA

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