EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective
(2008) In Bayesian Analysis 3(4). p.659-688
Please use this url to cite or link to this publication:
https://lup.lub.lu.se/record/1429846
- author
- Rydén, Tobias LU
- organization
- publishing date
- 2008
- type
- Contribution to journal
- publication status
- published
- subject
- keywords
- missing data, EM, Markov chain Monte Carlo, trans-dimensional Monte Carlo, computational statistics, incomplete data, hidden Markov model
- in
- Bayesian Analysis
- volume
- 3
- issue
- 4
- pages
- 659 - 688
- publisher
- International Society for Bayesian Analysis
- external identifiers
-
- wos:000207455100001
- scopus:74349108996
- ISSN
- 1931-6690
- DOI
- 10.1214/08-BA326
- language
- English
- LU publication?
- yes
- id
- 02e1f73e-4b13-41c2-809c-1022502d89bf (old id 1429846)
- alternative location
- http://ba.stat.cmu.edu/journal/2008/vol03/issue04/ryden.pdf
- date added to LUP
- 2016-04-01 12:01:16
- date last changed
- 2022-04-05 08:28:42
@article{02e1f73e-4b13-41c2-809c-1022502d89bf,
author = {{Rydén, Tobias}},
issn = {{1931-6690}},
keywords = {{missing data; EM; Markov
chain Monte Carlo; trans-dimensional Monte Carlo; computational statistics; incomplete data; hidden Markov model}},
language = {{eng}},
number = {{4}},
pages = {{659--688}},
publisher = {{International Society for Bayesian Analysis}},
series = {{Bayesian Analysis}},
title = {{EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective}},
url = {{http://dx.doi.org/10.1214/08-BA326}},
doi = {{10.1214/08-BA326}},
volume = {{3}},
year = {{2008}},
}