Bayesian estimation of hidden Markov chains: a stochastic implementation

Statistics and Probability Letters

Volumn 16, Issue 1, 1993, Pages 77-83

  Robert, Christian P ^a   Celeux, Gilles ^b   Diebolt, Jean ^a  

^a SORBONNE UNIVERSITÉ   (France)

^b INRIA ROCQUENCOURT   (France)

Author keywords

ergodicity; forward backward recursion formula; geometric convergence; Gibbs sampling; stochastic restoration

Indexed keywords

EID: 43949174023     PISSN: 01677152     EISSN: None     Source Type: Journal    
DOI: 10.1016/0167-7152(93)90127-5     Document Type: Article

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