Bayesian Inference in Hidden Markov Models Through the Reversible Jump Markov Chain Monte Carlo Method
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Publication:4943406
DOI10.1111/1467-9868.00219zbMath0941.62090OpenAlexW1982891217MaRDI QIDQ4943406
Tobias Rydén, Michael D. Titterington, Christian P. Robert Robert
Publication date: 16 March 2000
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/10.1111/1467-9868.00219
Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)
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