Parsimonious Hidden Markov Models for Matrix-Variate Longitudinal Data

DOI10.48550/arXiv.2107.04330zbMath1490.62027arXiv2107.04330OpenAlexW3181715383MaRDI QIDQ118176

Antonio Punzo, Salvatore D. Tomarchio, Antonello Maruotti, Antonio Punzo, Antonello Maruotti, Salvatore D. Tomarchio

Publication date: 9 July 2021

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

Full work available at URL: https://arxiv.org/abs/2107.04330

zbMATH Keywords

clusteringhidden Markov modelsparsimonious modelsmatrix-variate

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Estimation in multivariate analysis (62H12) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

FourWayHMM

Uses Software

• R
• nparLD
• cntclust
• FourWayHMM

Cites Work

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