Hierarchical Bayesian Approach to a Multi-Site Hidden Markov Model

DOI10.1080/03610918.2012.732171zbMath1333.62198OpenAlexW2091397020MaRDI QIDQ5418869

Dal Ho Kim, Gyuhyeong Goh, Yongku Kim

Publication date: 30 May 2014

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

Full work available at URL: https://doi.org/10.1080/03610918.2012.732171

zbMATH Keywords

Bayesian analysishierarchical modelingmulti-site hidden Markov model

Mathematics Subject Classification ID

Multivariate analysis (62H99) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Related Items (2)

Information analysis of local suppression scheme based on a spatial-temporal model ⋮ An enhanced absorbing Markov chain model for predicting TAIEX Index Futures

Uses Software

• spBayes

Cites Work

• Unnamed Item
• Calculating posterior distributions and modal estimates in Markov mixture models
• Bayesian estimation of hidden Markov chains: A stochastic implementation
• REVERSIBLE JUMP MARKOV CHAIN MONTE CARLO METHODS AND SEGMENTATION ALGORITHMS IN HIDDEN MARKOV MODELS
• Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes
• Stochastic Relaxation, Gibbs Distributions, and the Bayesian Restoration of Images
• Statistical analysis of finite mixture distributions
• A Non-Homogeneous Hidden Markov Model for Precipitation Occurrence
• A Bayesian Formulation of Exploratory Data Analysis and Goodness‐of‐fit Testing*

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