An Exact Gibbs Sampler for the Markov-Modulated Poisson Process

DOI10.1111/j.1467-9868.2006.00566.xzbMath1110.62131OpenAlexW2016178932MaRDI QIDQ3442938

Chris Sherlock, Paul Fearnhead

Publication date: 24 May 2007

Published in: Journal of the Royal Statistical Society Series B: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1111/j.1467-9868.2006.00566.x

zbMATH Keywords

Gibbs samplerforward-backward algorithmgenome segmentation

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Applications of statistics to biology and medical sciences; meta analysis (62P10) Bayesian inference (62F15) Inference from stochastic processes (62M99) Biochemistry, molecular biology (92C40) Numerical analysis or methods applied to Markov chains (65C40) Continuous-time Markov processes on discrete state spaces (60J27)

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Cites Work

• Unnamed Item
• Bayesian inference for Markov processes with diffusion and discrete components
• Marginal Likelihood from the Gibbs Output
• Some Models for Discretized Series of Events
• The Markov-modulated Poisson process (MMPP) cookbook
• Matrix‐analytic Models and their Analysis
• Exact Filtering for Partially Observed Continuous Time Models
• Statistical Inference for Discretely Observed Markov Jump Processes
• Bayesian Analysis of Single-Molecule Experimental Data

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