MCMC implementation for Bayesian hidden semi-Markov models with illustrative applications
DOI10.1007/S11222-013-9399-ZzbMATH Open1322.62205OpenAlexW2136019741WikidataQ57924047 ScholiaQ57924047MaRDI QIDQ746319FDOQ746319
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
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Computational methods in Markov chains (60J22) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Markov renewal processes, semi-Markov processes (60K15)
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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
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