Bayesian model selection and parameter estimation for possibly asymmetric and non-stationary time series using a reversible jump Markov chain Monte Carlo approach

Model Selection ◽

Bayesian Model ◽

Stationary Time Series ◽

Reversible Jump ◽

Monte Carlo Approach

Joint Bayesian model selection and parameter estimation of the generalized extreme value model with covariates using birth-death Markov chain Monte Carlo

Water Resources Research ◽

10.1029/2007wr006427 ◽

2009 ◽

Vol 45 (6) ◽

Cited By ~ 28

Author(s):

Salaheddine El Adlouni ◽

Taha B. M. J. Ouarda

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

Markov Chain ◽

Model Selection ◽

Bayesian Model ◽

Extreme Value ◽

Extreme Value Model ◽

Value Model ◽

Generalized Extreme Value Model

Bayesian model selection for time series using Markov chain Monte Carlo

1997 IEEE International Conference on Acoustics, Speech, and Signal Processing ◽

10.1109/icassp.1997.604681 ◽

2002 ◽

Cited By ~ 8

Author(s):

P.T. Troughton ◽

S.J. Godsill

Keyword(s):

Time Series ◽

Monte Carlo ◽

Markov Chain ◽

Model Selection ◽

Bayesian Model ◽

Selection For

Reversible Jump Markov Chain Monte Carlo Strategies for Bayesian Model Selection in Autoregressive Processes

Journal of Time Series Analysis ◽

10.1111/j.1467-9892.2004.00380.x ◽

2004 ◽

Vol 25 (6) ◽

pp. 785-809 ◽

Cited By ~ 36

Author(s):

J. Vermaak ◽

C. Andrieu ◽

A. Doucet ◽

S. J. Godsill

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Model Selection ◽

Bayesian Model ◽

Reversible Jump ◽

Autoregressive Processes

Maximum likelihood parameter estimation of multiple chirp signals by a new Markov chain Monte Carlo approach

Proceedings of the 2004 IEEE Radar Conference (IEEE Cat No 04CH37509) NRC-04 ◽

10.1109/nrc.2004.1316487 ◽

2004 ◽

Cited By ~ 2

Author(s):

Y. Lin ◽

Y. Peng ◽

X. Wang

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

Markov Chain ◽

Maximum Likelihood ◽

Monte Carlo Approach ◽

Chirp Signals

Energy based Markov Chain Monte Carlo algorithms for Bayesian model selection

The Journal of the Acoustical Society of America ◽

10.1121/1.4806563 ◽

2013 ◽

Vol 133 (5) ◽

pp. 3575-3575

Author(s):

Tomislav Jasa ◽

Jonathan Botts ◽

Xiang Ning

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Model Selection ◽

Bayesian Model ◽

Monte Carlo Algorithms

BAYESIAN MODEL AVERAGING WITH MARKOV CHAIN MONTE CARLO FOR CALIBRATING TEMPERATURE FORECAST FROM COMBINATION OF TIME SERIES MODELS

Journal of Mathematics and Statistics ◽

10.3844/jmssp.2013.349.356 ◽

2013 ◽

Vol 9 (4) ◽

pp. 349-356 ◽

Cited By ~ 3

Author(s):

Kuswanto

Keyword(s):

Time Series ◽

Monte Carlo ◽

Markov Chain ◽

Bayesian Model ◽

Bayesian Model Averaging ◽

Model Averaging ◽

Time Series Models ◽

Temperature Forecast

Markov chain Monte Carlo approach to parameter estimation in the FitzHugh-Nagumo model

Physical Review E ◽

10.1103/physreve.86.041114 ◽

2012 ◽

Vol 86 (4) ◽

Cited By ~ 7

Author(s):

Anders Chr. Jensen ◽

Susanne Ditlevsen ◽

Mathieu Kessler ◽

Omiros Papaspiliopoulos

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

Markov Chain ◽

Monte Carlo Approach

Energy based Markov Chain Monte Carlo algorithms for Bayesian model selection

10.1121/1.4801389 ◽

2013 ◽

Author(s):

Tomislav Jasa ◽

Jonathan Botts ◽

Ning Xiang

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Model Selection ◽

Bayesian Model ◽

Monte Carlo Algorithms

Reversible jump Markov chain Monte Carlo computation and Bayesian model determination

Biometrika ◽

10.1093/biomet/82.4.711 ◽

1995 ◽

Vol 82 (4) ◽

pp. 711-732 ◽

Cited By ~ 3086

Author(s):

PETER J. GREEN

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Bayesian Model ◽

Reversible Jump ◽

Monte Carlo Computation ◽

Model Determination ◽

Bayesian Model Determination

An Adaptive Markov Chain Monte Carlo Approach to Time Series Clustering of Processes with Regime Transition Behavior

Multiscale Modeling and Simulation ◽

10.1137/120881981 ◽

2013 ◽

Vol 11 (2) ◽

pp. 415-441 ◽

Cited By ~ 4

Author(s):

Jana de Wiljes ◽

Andrew Majda ◽

Illia Horenko

Keyword(s):

Time Series ◽

Monte Carlo ◽

Markov Chain ◽

Regime Transition ◽

Time Series Clustering ◽

Monte Carlo Approach ◽

Transition Behavior