Bayesian inference in hidden Markov models through the reversible jump Markov chain Monte Carlo method
- Author
- ROBERT, C. P1 ; RYDEN, T2 ; TITTERINGTON, D. M3
[1] Centre de Recherche en Economie et Statistique, Paris, France
[2] Lund University, Sweden
[3] University of Glasgow, United Kingdom - Source
Journal of the Royal Statistical Society. Series B, statistical methodology. 2000, Vol 62, Num 1, pp 57-75 ; ref : 25 ref
- ISSN
- 1369-7412
- Scientific domain
- Mathematics
- Publisher
- Blackwell, Oxford
- Publication country
- United Kingdom
- Document type
- Article
- Language
- English
- Keyword (fr)
- Algorithme Borocaptate(10B) de sodium Chaîne Markov Estimation paramètre Loi normale Matrice Jacobi Maximum vraisemblance Modèle Markov Méthode Bayes Méthode Monte Carlo Performance Stabilité Analyse Bayes HMM MCMC Modèle markov caché
- Keyword (en)
- Algorithm Sodium borocaptate(10B) Markov chain Parameter estimation Gaussian distribution Jacobi matrix Maximum likelihood Markov model Bayes methods Monte Carlo method Performance Stability Bayes analysis Hidden markov model Markov chain Monte Carlo method Hidden markov model
- Keyword (es)
- Algoritmo Borocaptato(10B) sódico Cadena Markov Estimación parámetro Curva Gauss Matriz Jacobi Maxima verosimilitud Modelo Markov Método Monte Carlo Rendimiento Estabilidad Análisis Bayes
- Classification
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H01 Probability theory and stochastic processes / 001A02H01J Markov processes
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02F Distribution theory
- Pascal
- 001 Exact sciences and technology / 001A Sciences and techniques of general use / 001A02 Mathematics / 001A02H Probability and statistics / 001A02H02 Statistics / 001A02H02G Parametric inference
- Discipline
- Mathematics
- Origin
- Inist-CNRS
- Database
- PASCAL
- INIST identifier
- 1307376
Sauf mention contraire ci-dessus, le contenu de cette notice bibliographique peut être utilisé dans le cadre d’une licence CC BY 4.0 Inist-CNRS / Unless otherwise stated above, the content of this bibliographic record may be used under a CC BY 4.0 licence by Inist-CNRS / A menos que se haya señalado antes, el contenido de este registro bibliográfico puede ser utilizado al amparo de una licencia CC BY 4.0 Inist-CNRS
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DOI
10.1111/1467-9868.00219 
https://dx.doi.org/10.1111/1467-9868.00219
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