On-Line Learning for the Infinite Hidden Markov Model

DOI10.1080/03610918.2011.558653zbMath1221.62117OpenAlexW2060478345MaRDI QIDQ3087571

Abel Rodríguez

Publication date: 16 August 2011

Published in: Communications in Statistics - Simulation and Computation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/03610918.2011.558653

zbMATH Keywords

hierarchical Dirichlet processnonparametric Bayesparticle learning

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Bayesian inference (62F15) Sequential statistical methods (62L99) Monte Carlo methods (65C05) Markov processes (60J99)

Related Items (1)

Modeling the dynamics of social networks using Bayesian hierarchical blockmodels

Cites Work

• On a class of Bayesian nonparametric estimates: I. Density estimates
• Ferguson distributions via Polya urn schemes
• Inference in hidden Markov models.
• A Bayesian analysis of some nonparametric problems
• Particle learning for general mixtures
• The Nested Dirichlet Process
• Hierarchical Dirichlet Processes
• Sampling the Dirichlet Mixture Model with Slices
• Latent Stick-Breaking Processes
• Monte Carlo Smoothing for Nonlinear Time Series

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