Em versus Markov chain monte carlo for estimation of hidden Markov models: A computational perspective

Bayesian Analysis

Volumn 3, Issue 4, 2008, Pages 659-688

  Rydén, Tobias ^a  

^a LUND UNIVERSITY   (Sweden)

Author keywords

Computational statistics; Em; Hidden Markov model; Incomplete data; Markov chain Monte Carlo; Missing data; Trans dimensional Monte Carlo

Indexed keywords

EID: 74349108996     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/08-BA326     Document Type: Article

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