Bayesian methods for hidden Markov models: Recursive computing in the 21st century

Journal of the American Statistical Association

Volumn 97, Issue 457, 2002, Pages 337-351

  Scott, Steven L ^a  

^a UNIVERSITY OF SOUTHERN CALIFORNIA   (United States)

Author keywords

Forward backward recursion; Gibbs sampler; Kalman filter; Local computation; Markov chain Monte Carlo

Indexed keywords

EID: 0036489069     PISSN: 01621459     EISSN: None     Source Type: Journal    
DOI: 10.1198/016214502753479464     Document Type: Review

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