Bayesian analysis of non-homogeneous hidden Markov models

DOI10.1080/10629360500108798zbMath1111.62024OpenAlexW1987255457MaRDI QIDQ5485070

Luigi Spezia

Publication date: 28 August 2006

Published in: Journal of Statistical Computation and Simulation (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1080/10629360500108798

zbMATH Keywords

marginal likelihoodtime-varying transition probabilitieslogit modelMetropolis-within-Gibbs algorithmidentifiability constraintozone data

Mathematics Subject Classification ID

Applications of statistics to environmental and related topics (62P12) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Numerical analysis or methods applied to Markov chains (65C40)

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Modelling species abundance in a river by negative binomial hidden Markov models ⋮ An advanced hidden Markov model for hourly rainfall time series ⋮ Variational Bayesian analysis of nonhomogeneous hidden Markov models with long and ultralong sequences ⋮ Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method ⋮ Bayesian analysis of multivariate Gaussian hidden Markov models with an unknown number of regimes

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