Nonparametric Bayesian analysis for multi-site hidden Markov model
Communications in Statistics - Simulation and Computation, Volume 46, Issue 6, 2017, Pages 4896-4907.
ABSTRACTThe hidden Markov model (HMM) provides an attractive framework for modeling long-term persistence in a variety of applications including pattern recognition. Unlike typical mixture models, hidden Markov states can represent the heterogeneity in data and it can be extended to a multivariate case using a hierarchical Bayesian approa...More
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