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EM versus Markov chain Monte Carlo for estimation of hidden Markov models: a computational perspective

Rydén, Tobias LU (2008) In Bayesian Analysis 3(4). p.659-688
Please use this url to cite or link to this publication:
author
organization
publishing date
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
2009-07-07 12:16:21
date last changed
2017-07-02 03:36:17
@article{02e1f73e-4b13-41c2-809c-1022502d89bf,
  author       = {Rydén, Tobias},
  issn         = {1931-6690},
  keyword      = {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},
  volume       = {3},
  year         = {2008},
}