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

DOI10.1007/S11222-013-9399-ZMaRDI QIDQ746319zbMATH OpenOpenAlexWikidataFDO

Authors Theodoros Economou, T. C. Bailey, Zoran Kapelan

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

Bayesian modelMCMCrandom effectsrecursive algorithmsHSMMwater 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)

Recommendations

• hsmm -- an R package for analyzing hidden semi-Markov models
• Hidden semi-Markov models
• An EM and a stochastic version of the EM algorithm for nonparametric hidden semi-Markov models
• Bayesian Methods for Hidden Markov Models
• EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective

Cites work

• scientific article; zbMATH DE number 1081478 (Why is no real title available?)
• scientific article; zbMATH DE number 1085980 (Why is no real title available?)
• scientific article; zbMATH DE number 1911984 (Why is no real title available?)
• scientific article; zbMATH DE number 840151 (Why is no real title available?)
• scientific article; zbMATH DE number 6276249 (Why is no real title available?)
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• A Non-Homogeneous Hidden Markov Model for Precipitation Occurrence
• An Exact Gibbs Sampler for the Markov-Modulated Poisson Process
• Baum's forward-backward algorithm revisited
• Bayesian Analysis of Discrete Survival Data with a Hidden Markov Chain
• Bayesian Hidden Markov Modeling of Array CGH Data
• Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
• Bayesian Measures of Model Complexity and Fit
• Bayesian Methods for Hidden Markov Models
• Bayesian Non-Parametric Hidden Markov Models with Applications in Genomics
• Calculating posterior distributions and modal estimates in Markov mixture models
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Dealing With Label Switching in Mixture Models
• Detection of bursts in extracellular spike trains using hidden semi-Markov point process models
• Fitting hidden semi-Markov models to breakpoint rainfall data
• Hidden semi-Markov models
• Modeling Markers of Disease Progression by a Hidden Markov Process: Application to Characterizing CD4 Cell Decline
• Stylized facts of financial time series and hidden semi-Markov models
• hsmm -- an R package for analyzing hidden semi-Markov models

Cited in

(8)

• An advanced hidden Markov model for hourly rainfall time series
• Flexible estimation of the state dwell-time distribution in hidden semi-Markov models
• Sequential Bayesian inference for implicit hidden Markov models and current limitations
• Bayesian estimation of hidden Markov chains: A stochastic implementation
• Hypotheses testing and posterior concentration rates for semi-Markov processes
• hsmm -- an R package for analyzing hidden semi-Markov models
• Bayesian Monte Carlo estimation for profile hidden Markov models
• Bayesian approximations to hidden semi-Markov models for telemetric monitoring of physical activity

Describes a project that uses

Uses Software

• BayesDA
• R
• hsmm

This page was built for publication: MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications

Report a bug (only for logged in users!)Click here to report a bug for this page (MaRDI item Q746319)