Latent Markov models: a review of a general framework for the analysis of longitudinal data with covariates

DOI10.1007/s11749-014-0381-7zbMath1305.62299arXiv1003.2804OpenAlexW2257678991WikidataQ59396788 ScholiaQ59396788MaRDI QIDQ2513934

Alessio Farcomeni, Francesco Bartolucci, Fulvia Pennoni

Publication date: 29 January 2015

Published in: Test (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1003.2804

zbMATH Keywords

EM algorithmpanel datahidden Markov modelsunobserved heterogeneitymeasurement errorsforward-backward recursionsBayesian framework

Mathematics Subject Classification ID

Classification and discrimination; cluster analysis (statistical aspects) (62H30) Applications of statistics to social sciences (62P25) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Research exposition (monographs, survey articles) pertaining to statistics (62-02) Prediction theory (aspects of stochastic processes) (60G25)

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Uses Software

• bootlib

Cites Work

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