Non-parametric Bayesian inference for continuous density hidden Markov mixture model

DOI10.1016/j.stamet.2016.10.003zbMath1487.62099OpenAlexW2551914057MaRDI QIDQ670194

Hamid Sheikhzadeh, Najmeh Bathaee

Publication date: 18 March 2019

Published in: Statistical Methodology (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.stamet.2016.10.003

zbMATH Keywords

Dirichlet process mixture modelcontinuous density HMM mixture modelnonparametric Bayesian modellingtridiagonal covariance

Mathematics Subject Classification ID

Density estimation (62G07) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05) Random measures (60G57)

Uses Software

• BayesDA
• PRMLT

Cites Work

• Unnamed Item
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• Gibbs Sampling Methods for Stick-Breaking Priors
• Bayesian Density Estimation and Inference Using Mixtures
• Convergence controls for MCMC algorithms, with applications to hidden markov chains

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