Bayesian variable selection in non-homogeneous hidden Markov models through an evolutionary Monte Carlo method

Computational Statistics & Data Analysis ◽

10.1016/j.csda.2019.106840 ◽

2020 ◽

Vol 143 ◽

pp. 106840 ◽

Author(s):

Luigi Spezia

Keyword(s):

Monte Carlo ◽

Monte Carlo Method ◽

Variable Selection ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Bayesian Variable Selection ◽

Evolutionary Monte Carlo

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Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method

Journal of the Royal Statistical Society Series B (Statistical Methodology) ◽

10.1111/1467-9868.00219 ◽

2000 ◽

Vol 62 (1) ◽

pp. 57-75 ◽

Author(s):

C. P. Robert ◽

T. Ryden ◽

D. M. Titterington

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Inference ◽

Monte Carlo Method ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Reversible Jump

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Detecting Recombination in 4-Taxa DNA Sequence Alignments with Bayesian Hidden Markov Models and Markov Chain Monte Carlo

Molecular Biology and Evolution ◽

10.1093/molbev/msg039 ◽

2003 ◽

Vol 20 (3) ◽

pp. 315-337 ◽

Author(s):

D. Husmeier

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Dna Sequence ◽

Markov Models ◽

Hidden Markov ◽

Sequence Alignments

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Markov chain Monte Carlo simulation for Bayesian Hidden Markov Models

10.1063/1.4966059 ◽

2016 ◽

Author(s):

Lay Guat Chan ◽

Adriana Irawati Nur Binti Ibrahim

Keyword(s):

Monte Carlo Simulation ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Markov Models ◽

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Monte Carlo Expectation Maximization with Hidden Markov Models to Detect Functional Networks in Resting-State fMRI

Machine Learning in Medical Imaging - Lecture Notes in Computer Science ◽

10.1007/978-3-642-24319-6_8 ◽

2011 ◽

pp. 59-66 ◽

Author(s):

Wei Liu ◽

Suyash P. Awate ◽

Jeffrey S. Anderson ◽

Deborah Yurgelun-Todd ◽

P. Thomas Fletcher

Keyword(s):

Monte Carlo ◽

Hidden Markov Models ◽

Expectation Maximization ◽

Resting State ◽

Markov Models ◽

Hidden Markov ◽

Resting State Fmri ◽

Functional Networks ◽

Monte Carlo Expectation Maximization

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Sequential monte carlo methods for filtering and smoothing in hidden markov models

IEEE Workshop on Statistical Signal Processing, 2003 ◽

10.1109/ssp.2003.1289518 ◽

2004 ◽

Author(s):

Yuguo Chen ◽

Tze Leung Lai

Keyword(s):

Monte Carlo ◽

Hidden Markov Models ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

Markov Models ◽

Hidden Markov ◽

Sequential Monte Carlo Methods

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EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective

Bayesian Analysis ◽

10.1214/08-ba326 ◽

2008 ◽

Vol 3 (4) ◽

pp. 659-688 ◽

Author(s):

Tobias Rydén

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Computational Perspective

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Prediction in hidden Markov Models using sequential Monte Carlo methods

2007 IEEE International Conference on Grey Systems and Intelligent Services ◽

10.1109/gsis.2007.4443368 ◽

2007 ◽

Author(s):

Dongqing Zhang ◽

Xuanxi Ning ◽

Xueni Liu ◽

Hongwei Ma

Keyword(s):

Monte Carlo ◽

Hidden Markov Models ◽

Monte Carlo Methods ◽

Sequential Monte Carlo ◽

Markov Models ◽

Hidden Markov ◽

Sequential Monte Carlo Methods

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Distilling Large Information Sets to Forecast Commodity Returns: Automatic Variable Selection or Hidden Markov Models?

SSRN Electronic Journal ◽

10.2139/ssrn.3606933 ◽

2020 ◽

Author(s):

Massimo Guidolin ◽

Manuela Pedio

Keyword(s):

Variable Selection ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Information Sets

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REVERSIBLE JUMP MARKOV CHAIN MONTE CARLO METHODS AND SEGMENTATION ALGORITHMS IN HIDDEN MARKOV MODELS

Australian & New Zealand Journal of Statistics ◽

10.1111/j.1467-842x.2010.00571.x ◽

2010 ◽

Vol 52 (2) ◽

pp. 151-166 ◽

Author(s):

R. Paroli ◽

L. Spezia

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Monte Carlo Methods ◽

Markov Models ◽

Hidden Markov ◽

Reversible Jump ◽

Segmentation Algorithms

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A Monte Carlo Algorithm for Optimal Quantization in Hidden Markov Models

2007 IEEE International Symposium on Information Theory ◽

10.1109/isit.2007.4557374 ◽

2007 ◽

Author(s):

Vladislav B. Tadic ◽

Arnaud Doucet

Keyword(s):

Monte Carlo ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Monte Carlo Algorithm ◽

Optimal Quantization

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