Pages that link to "Item:Q1015879"

The following pages link to Reversible jump and the label switching problem in hidden Markov models (Q1015879):

Displaying 11 items.

• Variable selection in finite mixture of regression models with an unknown number of components (Q830075) (← links)
• Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method (Q2008134) (← links)
• Reversible jump Markov chain Monte Carlo methods and segmentation algorithms in hidden Markov models (Q2810418) (← links)
• MAP segmentation in Bayesian hidden Markov models: a case study (Q5073388) (← links)
• Bayesian variable selection in a finite mixture of linear mixed-effects models (Q5107465) (← links)
• Bayesian variable selection in a class of mixture models for ordinal data: a comparative study (Q5220838) (← links)
• Handling the Label Switching Problem in Latent Class Models Via the ECR Algorithm (Q5415894) (← links)
• Forecasting with non-homogeneous hidden Markov models (Q5917857) (← links)
• Forecasting with non-homogeneous hidden Markov models (Q5970616) (← links)
• Bayesian hidden Markov modelling using circular‐linear general projected normal distribution (Q6139133) (← links)
• An evolutionary Monte Carlo method for the analysis of turbidity high-frequency time series through Markov switching autoregressive models (Q6617829) (← links)