Bayesian posterior mean estimates for Poisson hidden Markov models

DOI10.1016/J.CSDA.2008.11.012zbMath1452.62604OpenAlexW2142391237MaRDI QIDQ961217

Junko Murakami

Publication date: 30 March 2010

Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.csda.2008.11.012

Mathematics Subject Classification ID

Computational methods for problems pertaining to statistics (62-08) Bayesian inference (62F15) Markov processes: estimation; hidden Markov models (62M05)

Related Items (1)

Modelling species abundance in a river by negative binomial hidden Markov models

Uses Software

• BayesDA

Cites Work

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• Calculating posterior distributions and modal estimates in Markov mixture models
• Inference in hidden Markov models.
• Bayesian Methods for Hidden Markov Models
• Dealing With Label Switching in Mixture Models
• Computational and Inferential Difficulties with Mixture Posterior Distributions
• Hidden Markov processes
• A Maximization Technique Occurring in the Statistical Analysis of Probabilistic Functions of Markov Chains
• Covariant Derivatives of Infinite-Dimensional Fields
• The analysis of hospital infection data using hidden Markov models

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