Asymptotic behavior of Bayes estimators for hidden Markov models with application to ion channels

DOI10.3103/S1066530708040054MaRDI QIDQ734554zbMATH OpenOpenAlexFDO

Authors D. Kharzeev

Publication date 13 October 2009

Published in Mathematical Methods of Statistics (Search for Journal in Brave)

Full work available at URL https://doi.org/10.3103/s1066530708040054

zbMATH Keywords

asymptotic normalityBernstein-von Mises theorem

Mathematics Subject Classification ID

Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Applications of statistics to biology and medical sciences; meta analysis (62P10) Non-Markovian processes: estimation (62M09)

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Cites work

• scientific article; zbMATH DE number 1220667 (Why is no real title available?)
• Asymptotic Behavior of Some Statistical Estimators II. Limit Theorems for the a Posteriori Density and Bayes’ Estimators
• Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
• Asymptotically optimal filtering for a hidden Markov model.
• Asymptotics of the maximum likelihood estimator for general hidden Markov models
• Bayesian inference for ion–channel gating mechanisms directly from single–channel recordings, using Markov chain Monte Carlo
• Exponential forgetting and geometric ergodicity in hidden Markov models
• Inference in hidden Markov models.
• Maximum-likelihood estimation for hidden Markov models
• Model selection and parameter estimation for ion channel recordings with an application to the \(K^{+}\) outward-rectifier in barley leaf
• Model selection for hidden Markov models of ion channel data by reversible jump Markov chain Monte Carlo
• Some contributions to the asymptotic theory of Bayes solutions
• Statistical Analysis of Ion Channel Data Using Hidden Markov Models With Correlated State-Dependent Noise and Filtering
• Statistical Inference for Probabilistic Functions of Finite State Markov Chains
• Statistical decision theory and Bayesian analysis. 2nd ed
• The Bayesian Choice

Cited in

(7)

• Model selection for hidden Markov models of ion channel data by reversible jump Markov chain Monte Carlo
• On some recent advances on high dimensional Bayesian statistics
• Bayesian model comparison with the Hyvärinen score: computation and consistency
• Posterior consistency for nonparametric hidden Markov models with finite state space
• About the posterior distribution in hidden Markov models with unknown number of states
• Divide-and-conquer Bayesian inference in hidden Markov models
• Posterior consistency for partially observed Markov models

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