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Perfect posterior simulation for mixture and hidden Markov models - MaRDI portal

Perfect posterior simulation for mixture and hidden Markov models

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Publication:3092000

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DOI10.1112/S1461157007000022zbMath1226.60100MaRDI QIDQ3092000

Laird Breyer, Gareth O. Roberts, Kasper K. Berthelsen

Publication date: 15 September 2011

Published in: LMS Journal of Computation and Mathematics (Search for Journal in Brave)

zbMATH Keywords

hidden Markov model Bayesian inference coupling from the past general mixture problem

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Asymptotic properties of parametric estimators (62F12) Bayesian inference (62F15)

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