Variational Bayesian analysis of nonhomogeneous hidden Markov models with long and ultralong sequences

DOI10.1214/22-aoas1685OpenAlexW4367598684MaRDI QIDQ6104143

Xinyuan Chen, Y. W. Li, Joseph T. Chang, Xiang-Nan Feng

Publication date: 5 June 2023

Published in: The Annals of Applied Statistics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1214/22-aoas1685

zbMATH Keywords

variational Bayesian inferencelocal Lyapunov exponentsmobile Internet usagenonhomogeneous hidden Markov model

Mathematics Subject Classification ID

Applications of statistics (62Pxx)

Cites Work

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