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 ◽

Author(s):

P.T. Troughton ◽

S.J. Godsill

Keyword(s):

Time Series ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Bayesian Model ◽

Bayesian Model Selection ◽

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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 ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Bayesian Model ◽

Bayesian Model Selection ◽

Monte Carlo Algorithms

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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 ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Bayesian Model ◽

Bayesian Model Selection ◽

Monte Carlo Algorithms

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

Journal of Applied Statistics ◽

10.1080/02664760120098829 ◽

2002 ◽

Vol 29 (5) ◽

pp. 771-789 ◽

Author(s):

Man-Suk Oh ◽

Dong Wan Shin

Keyword(s):

Time Series ◽

Monte Carlo ◽

Parameter Estimation ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Bayesian Model ◽

Stationary Time Series ◽

Reversible Jump ◽

Monte Carlo Approach

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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 ◽

Author(s):

J. Vermaak ◽

C. Andrieu ◽

A. Doucet ◽

S. J. Godsill

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Bayesian Model ◽

Bayesian Model Selection ◽

Reversible Jump ◽

Autoregressive Processes

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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) ◽

Author(s):

Salaheddine El Adlouni ◽

Taha B. M. J. Ouarda

Keyword(s):

Monte Carlo ◽

Parameter Estimation ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Bayesian Model ◽

Extreme Value ◽

Extreme Value Model ◽

Value Model ◽

Generalized Extreme Value Model

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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 ◽

Author(s):

Kuswanto

Keyword(s):

Time Series ◽

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Bayesian Model ◽

Bayesian Model Averaging ◽

Model Averaging ◽

Time Series Models ◽

Temperature Forecast

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Markov Chain Monte Carlo model selection for DAG models

Statistical Methods & Applications ◽

10.1007/s10260-004-0097-z ◽

2004 ◽

Vol 13 (3) ◽

pp. 259-273 ◽

Author(s):

Eva-Maria Fronk ◽

Paolo Giudici

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Monte Carlo Model ◽

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Alive SMC2: Bayesian model selection for low-count time series models with intractable likelihoods

10.1111/biom.12449 ◽

2015 ◽

Vol 72 (2) ◽

pp. 344-353 ◽

Author(s):

Christopher C. Drovandi ◽

Roy A. McCutchan

Keyword(s):

Time Series ◽

Model Selection ◽

Bayesian Model ◽

Bayesian Model Selection ◽

Time Series Models ◽

Count Time Series ◽

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Model selection for hidden Markov models of ion channel data by reversible jump Markov chain Monte Carlo

Bernoulli ◽

10.3150/bj/1065444810 ◽

2003 ◽

Vol 9 (3) ◽

pp. 373-393 ◽

Author(s):

Mathisca C.M. De Gunst ◽

Barry Schouten

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Ion Channel ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Reversible Jump ◽

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Sequential Markov chain Monte Carlo filter with simultaneous model selection for electrocardiogram signal modeling

2012 Annual International Conference of the IEEE Engineering in Medicine and Biology Society ◽

10.1109/embc.2012.6346915 ◽

2012 ◽

Author(s):

S. Edla ◽

N. Kovvali ◽

A. Papandreou-Suppappola

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Model Selection ◽

Signal Modeling ◽

Electrocardiogram Signal ◽

Selection For ◽

Simultaneous Model

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