Bayesian Methods for Hidden Markov Models
Top Cited Papers
- 1 March 2002
- journal article
- Published by Taylor & Francis in Journal of the American Statistical Association
- Vol. 97 (457), 337-351
- https://doi.org/10.1198/016214502753479464
Abstract
Markov chain Monte Carlo (MCMC) sampling strategies can be used to simulate hidden Markov model (HMM) parameters from their posterior distribution given observed data. Some MCMC methods used in pra...Keywords
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