Model selection for hidden Markov models of ion channel data by reversible jump Markov chain Monte Carlo
نویسندگان
چکیده
منابع مشابه
Bayesian Inference in Hidden Markov Models through Reversible Jump Markov Chain Monte Carlo
Hidden Markov models form an extension of mixture models providing a ex-ible class of models exhibiting dependence and a possibly large degree of variability. In this paper we show how reversible jump Markov chain Monte Carlo techniques can be used to estimate the parameters as well as the number of components of a hidden Markov model in a Bayesian framework. We employ a mixture of zero mean no...
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ژورنال
عنوان ژورنال: Bernoulli
سال: 2003
ISSN: 1350-7265
DOI: 10.3150/bj/1065444810