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About the posterior distribution in hidden Markov Models with unknown number of states
Hidden Markov models number of components order selection Bayesian statistics posterior distribution
2012/9/19
In this paper, we investigate the asymptotic behaviour of the posterior distribution in hidden Markov models (HMMs) when using Bayesian methodology. We obtain a general asymptotic result, and give con...
On the posterior distribution of classes of random means
Bayesian nonparametrics completely random measures means of randomprobability measures normalized random measures Poisson–Dirichlet process
2010/3/10
The study of properties of mean functionals of random probability measures is an important
area of research in the theory of Bayesian nonparametric statistics. Many results are now known
for random ...