MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications

DOI10.1007/s11222-013-9399-zzbMath1322.62205OpenAlexW2136019741WikidataQ57924047 ScholiaQ57924047MaRDI QIDQ746319

Trevor C. Bailey, Zoran Kapelan, Theodoros Economou

Publication date: 16 October 2015

Published in: Statistics and Computing (Search for Journal in Brave)

Full work available at URL: http://hdl.handle.net/10871/8326

zbMATH Keywords

random effectsBayesian modelrecursive algorithmsMCMCHSMMwater pipes

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)

Related Items (4)

An advanced hidden Markov model for hourly rainfall time series ⋮ Flexible estimation of the state dwell-time distribution in hidden semi-Markov models ⋮ Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity ⋮ Hypotheses testing and posterior concentration rates for semi-Markov processes

Uses Software

• hsmm
• R
• BayesDA

Cites Work

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