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

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

9 July 2012

Elisabeth Gassiat

Judith Rousseau

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

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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 10 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 99 13 0 04 Jan 2013