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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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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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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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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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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Efficient Markov chain Monte Carlo sampling for hierarchical hidden Markov models

Environmental and Ecological Statistics ◽

10.1007/s10651-016-0353-z ◽

2016 ◽

Vol 23 (4) ◽

pp. 549-564 ◽

Author(s):

Daniel Turek ◽

Perry de Valpine ◽

Christopher J. Paciorek

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Hidden Markov Models ◽

Markov Models ◽

Hidden Markov ◽

Monte Carlo Sampling ◽

Hierarchical Hidden Markov Models

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Reversible jump markov chain monte carlo method for deconvolution

Clinical Pharmacology & Therapeutics ◽

10.1016/s0009-9236(03)90566-2 ◽

2003 ◽

Vol 73 (2) ◽

pp. P57-P57 ◽

Author(s):

D. Kang

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Reversible Jump

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Application of the reversible jump Markov chain Monte Carlo method to real-life propagation measurements

2000 IEEE International Conference on Acoustics, Speech, and Signal Processing. Proceedings (Cat. No.00CH37100) ◽

10.1109/icassp.2000.861214 ◽

2002 ◽

Author(s):

J.-R. Larocque ◽

J.P. Reilly

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Real Life ◽

Reversible Jump

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A Bayesian Approach for Zero-Inflated Count Regression Models by Using the Reversible Jump Markov Chain Monte Carlo Method and an Application

Communication in Statistics- Theory and Methods ◽

10.1080/03610920902985436 ◽

2010 ◽

Vol 39 (12) ◽

pp. 2109-2127 ◽

Author(s):

İlknur Özmen ◽

Haydar Demirhan

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Bayesian Approach ◽

Regression Models ◽

Reversible Jump

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Reversible Jump Markov Chain Monte Carlo Method for Parameter Reduction in Claims Reserving

North American Actuarial Journal ◽

10.1080/10920277.2012.10590639 ◽

2012 ◽

Vol 16 (2) ◽

pp. 240-259 ◽

Author(s):

Richard J. Verrall ◽

Mario V. Wüthrich

Keyword(s):

Monte Carlo ◽

Markov Chain ◽

Markov Chain Monte Carlo ◽

Monte Carlo Method ◽

Reversible Jump ◽

Parameter Reduction

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