Markov switching Dirichlet process mixture regression

Bayesian Analysis

Volumn 4, Issue 4, 2009, Pages 793-816

  Taddy, Matthew A ^a   Kottas, Athanasios ^b  

^a UNIVERSITY OF CHICAGO   (United States)

^b University of California Santa Cruz   (United States)

Author keywords

Dirichlet process prior; Hidden markov model; Markov chain monte carlo; Multivariate normal mixture; Stock recruitment relationship

Indexed keywords

EID: 79955065347     PISSN: 19360975     EISSN: 19316690     Source Type: Journal    
DOI: 10.1214/09-BA430     Document Type: Article

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