Bayesian clustering for continuous‐time hidden Markov models

DOI10.1002/cjs.11671arXiv1906.10252OpenAlexW4200492606MaRDI QIDQ6059435

David A. Stephens, Yu Luo, David L. Buckeridge

Publication date: 2 November 2023

Published in: Canadian Journal of Statistics (Search for Journal in Brave)

Full work available at URL: https://arxiv.org/abs/1906.10252

zbMATH Keywords

model-based clusteringmixture modelsreversible-jump MCMCnonparametric Bayesian inferencecontinuous-time hidden Markov modelssplit-merge proposal

Mathematics Subject Classification ID

Computational methods in Markov chains (60J22) Classification and discrimination; cluster analysis (statistical aspects) (62H30) Bayesian inference (62F15) Statistics (62-XX)

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