Finite Mixture and Markov Switching Models
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Summary
This book should help newcomers to the field to understand how finite mixture and Markov switching models are formulated, what structures they imply on the data, what they could be used for, and how they are estimated.
- Type
- book
- Published
- 2006-08-08
- Cited by
- 1,876
- References
- 18
- OpenAlex
- https://openalex.org/W605692607
- Semantic Scholar
- https://api.semanticscholar.org/CorpusID:60028938
Keywords
Markov chain, Computer science, Mathematics, Statistics
References
- Inference in model-based cluster analysis
- Multivariate Student -t Regression Models : Pitfalls and Inference
- Estimating Mixtures of Regressions
- Robust mixture modeling using the skew t distribution
- Marginal Likelihood from the Gibbs Output
- Markov chain Monte Carlo Estimation of Classical and Dynamic Switching and Mixture Models
- Maximum-penalized-likelihood estimation for independent and Markov-dependent mixture models.
- A general maximum likelihood analysis of overdispersion in generalized linear models
- Calculating posterior distributions and modal estimates in Markov mixture models
- Estimating Marginal Likelihoods for Mixture and Markov Switching Models Using Bridge Sampling Techniques
- A New Approach to the Economic Analysis of Nonstationary Time Series and the Business Cycle
- Bayesian Treatment of the Independent Student- t Linear Model
- Mixture models for eye-tracking data: a case study.
- STATISTICAL ANALYSIS OF ECONOMIC TIME SERIES VIA MARKOV SWITCHING MODELS
- Bayesian Analysis of Poisson Mixtures
- Statistical analysis of finite mixture distributions
- On Bayesian Analysis of Mixtures with an Unknown Number of Components
- Summary of the
- Computing Nonparametric Hierarchical Models
Cited by
- Political Participation is More than Just Resources: A New Approach to the Study of Civic Engagement
- The Consequences of an Unknown Debt Target
- Robust REML estimation for k‐component Poisson mixture with random effects: application to the epilepsy seizure count data and urinary tract infections data
- Comparison of Criteria for Choosing the Number of Classes in Bayesian Finite Mixture Models
- From here to infinity: sparse finite versus Dirichlet process mixtures in model-based clustering
- Probabilistic scenario-based decision making for water resources planning and management
- Decoding the Structural Layer of Transcriptional Regulation : Computational Analyses of Chromatin and Chromosomal Aberrations
- Finite Mixture Models in Market Segmentation: A Review and Suggestions for Best Practices
- Markov and semi-Markov switching linear mixed models for identifying forest tree growth components.
- FlexMix: An R package for finite mixture modelling
- Clustering of gene expression data via normal mixture models.
- Clustering using skewed multivariate heavy tailed distributions with flexible tail behaviour
- Fault detection in complex and distributed systems
- Comparison of Mixture and Classification Maximum Likelihood Approaches in Poisson Regression Models
- Bayesian Modeling of Conditional Densities
- Estimating a MS-TVTP Model with Matlab Software
- Essays on Bayesian Analysis of Time Varying Economic Patterns
- Latent variable models in statistical genetics
- Financial Implications of Extreme and Rare Events
- Markov-Switching Vector Autoregressive Models: Monte Carlo experiment, impulse response analysis, and Granger-Causal analysis
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