Efficient Bayesian estimation of the multivariate double chain Markov model (Q892425)

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scientific article; zbMATH DE number 6511638
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Efficient Bayesian estimation of the multivariate double chain Markov model
scientific article; zbMATH DE number 6511638

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    Efficient Bayesian estimation of the multivariate double chain Markov model (English)
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    19 November 2015
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    data augmentation
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    double chain Markov model
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    Gibbs sampler
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    hidden Markov model
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    Markov chain Monte Carlo
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    ratings migration
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