About the posterior distribution in hidden Markov models with unknown
number of states

v1v2 (latest)

About the posterior distribution in hidden Markov models with unknown number of states

9 July 2012

Elisabeth Gassiat

Judith Rousseau

ArXiv (abs)PDF HTML

Papers citing "About the posterior distribution in hidden Markov models with unknown number of states"

8 / 8 papers shown

Title
Efficient Bayesian estimation and use of cut posterior in semiparametric hidden Markov models Daniella F Moss Judith Rousseau 77 7 0 11 Mar 2022
Divide-and-Conquer Bayesian Inference in Hidden Markov Models Chunlei Wang Sanvesh Srivastava 61 9 0 30 May 2021
Asymptotic Normality of the Posterior Distributions in a Class of Hidden Markov Models Chunlei Wang Sanvesh Srivastava 8 0 0 30 May 2021
Hypotheses testing and posterior concentration rates for semi-Markov processes V. Barbu G. Gayraud N. Limnios I. Votsi 17 4 0 13 Jun 2019
Posterior consistency for partially observed Markov models Randal Douc Jimmy Olsson Francois Roueff 44 13 0 24 Aug 2016
Non Parametric Hidden Markov Models with Finite State Space: Posterior Concentration Rates E. Vernet 365 9 0 27 Nov 2015
Posterior consistency for nonparametric hidden Markov models with finite state space E. Vernet 74 24 0 13 Nov 2013
Borrowing strengh in hierarchical Bayes: Posterior concentration of the Dirichlet base measure X. Nguyen 97 13 0 04 Jan 2013

We use cookies and other tracking technologies to improve your browsing experience on our website, to show you personalized content and targeted ads, to analyze our website traffic, and to understand where our visitors are coming from. See our policy.