Bayesian estimation of hidden Markov chains: A stochastic implementation

DOI10.1016/0167-7152(93)90127-5zbMath0783.62062OpenAlexW1966083328MaRDI QIDQ1209457

Gilles Celeux, Jean Diebolt, Christian P. Robert Robert

Publication date: 16 May 1993

Published in: Statistics \& Probability Letters (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/0167-7152(93)90127-5

zbMATH Keywords

ergodicitygeometric convergenceGibbs samplingderivation of Bayes estimatorsforward-backward recursion formulastochastic restoration

Mathematics Subject Classification ID

Markov processes: estimation; hidden Markov models (62M05)

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