Bayesian Heterogeneous Hidden Markov Models with an Unknown Number of States

DOI10.1080/10618600.2023.2231055MaRDI QIDQ6552521

Yiqi Lin, Xin-Yuan Song, Unnamed Author

Publication date: 10 June 2024

Published in: Journal of Computational and Graphical Statistics (Search for Journal in Brave)

Mathematics Subject Classification ID

Statistics (62-XX)

Cites Work

• Unnamed Item
• Reversible jump Markov chain Monte Carlo computation and Bayesian model determination
• BFLCRM: a Bayesian functional linear Cox regression model for predicting time to conversion to Alzheimer's disease
• Selecting hidden Markov model state number with cross-validated likelihood
• Estimating the dimension of a model
• Estimating the number of components in finite mixture models via the group-sort-fuse procedure
• Order selection for regression-based hidden Markov model
• Continuous time hidden Markov model for longitudinal data
• Finite mixture of varying coefficient model: estimation and component selection
• Bayesian Lasso for Semiparametric Structural Equation Models
• The Bayesian Lasso
• Estimating the order of a hidden markov model
• Partially Ordered Mixed Hidden Markov Model for the Disablement Process of Older Adults
• Hidden Markov latent variable models with multivariate longitudinal data
• Hidden Markov Models With Applications in Cell Adhesion Experiments
• Order Selection in Finite Mixture Models With a Nonsmooth Penalty
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• A new look at the statistical model identification
• Bayesian adaptive group Lasso with semiparametric hidden Markov models

Related Items (2)

Order selection for heterogeneous semiparametric hidden Markov models ⋮ Hidden Markov models for multivariate panel data

This page was built for publication: Bayesian Heterogeneous Hidden Markov Models with an Unknown Number of States